+556.7%
XLV vs BX
+869.4%
-312.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.7% |
| 7D | -3.6% | -5.6% | +2.1% | -2.5% |
| 30D | -1.8% | -12.2% | +10.4% | +0.6% |
| 3M | +7.8% | +7.4% | +0.4% | +6.0% |
| 6M | +9.1% | +22.2% | -13.1% | +4.3% |
| YTD | +7.7% | -14.0% | +21.7% | +9.8% |
| 1Y | +20.4% | -27.3% | +47.7% | +26.5% |
| 3Y | +30.8% | +24.5% | +6.2% | +21.2% |
| 5Y | +34.6% | +18.9% | +15.8% | +21.7% |
| 10Y | +173.4% | +665.4% | -492.0% | +71.0% |
| All | +556.7% | +869.4% | -312.7% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling