+32.9%
XLV vs BX
-8.3%
+41.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.2% | +2.3% |
| 7D | +5.5% | +8.3% | -2.8% | +4.5% |
| 30D | +13.3% | +13.5% | -0.2% | +11.5% |
| 3M | +17.4% | -7.6% | +25.1% | +18.1% |
| 6M | +32.1% | +4.0% | +28.1% | +31.0% |
| YTD | +24.0% | -15.2% | +39.2% | +23.3% |
| 1Y | +32.9% | -8.5% | +41.4% | +30.9% |
| All | +32.9% | -8.3% | +41.2% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling