-17.1%
NOW vs BX
+36.8%
-53.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -1.0% |
| 7D | -3.1% | +3.3% | -6.3% | -4.6% |
| 30D | -27.0% | +9.6% | -36.6% | -30.7% |
| 3M | -17.7% | -8.7% | -9.0% | -14.7% |
| 6M | +12.7% | +2.2% | +10.5% | +10.0% |
| YTD | -32.9% | -16.2% | -16.7% | -28.3% |
| 1Y | -40.4% | -11.5% | -28.9% | -38.1% |
| 3Y | -17.1% | +41.0% | -58.1% | -22.1% |
| All | -17.1% | +36.8% | -53.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling