As of March 1, 2026, BX strategies have continued to show broad strength across the platform. A significant majority of strategies have outperformed their benchmarks across measured periods, with the win rate improving as the time horizon extends. Even in shorter windows such as year-to-date and one year, BX strategies have maintained solid benchmark-relative results. Over longer horizons, that consistency becomes even more compelling, with more than 93% of strategies outperforming over the ten-year and since-inception periods.
Just as importantly, the data suggests that BX strategies are not simply generating excess returns by taking more risk. Over the trailing three-year period, the majority of strategies also delivered stronger risk-adjusted performance, with high win rates on both Sharpe and Sortino measures. That combination — meaningful alpha generation alongside better return efficiency and downside discipline — remains central to the BX approach.
The full 2026 performance summary includes detailed strategy-level results across YTD, 1-year, 3-year, and 5-year periods, along with Sharpe Ratio, Sortino Ratio, standard deviation, and drawdown data. You can view the full report below.