+24.6%
XLV vs BX
-26.6%
+51.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -2.2% | -5.8% | +3.6% | -1.6% |
| 30D | +0.2% | -10.9% | +11.1% | +1.4% |
| 3M | +9.5% | +5.5% | +4.0% | +9.0% |
| 6M | +12.9% | +22.5% | -9.5% | +11.2% |
| YTD | +9.3% | -14.2% | +23.4% | +9.2% |
| All | +24.6% | -26.6% | +51.2% | +25.3% |
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