+33.0%
BLK vs BAX
-68.1%
+101.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -3.3% | -7.9% | +4.6% | -1.3% |
| 30D | -6.5% | -11.7% | +5.1% | -3.6% |
| 3M | +6.7% | +16.2% | -9.4% | +2.4% |
| 6M | +14.7% | +32.0% | -17.2% | +6.1% |
| YTD | +2.5% | +24.7% | -22.2% | -4.5% |
| 1Y | -2.8% | -2.6% | -0.1% | -4.2% |
| 3Y | +65.9% | -35.0% | +100.8% | +77.3% |
| All | +33.0% | -68.1% | +101.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 5y: compounded portfolio wealth divided by compounded BAX 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…
5y analysis · Full analysis span regression · 6 months rolling