+33.0%
BLK vs BB
-26.5%
+59.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | -6.5% | -12.5% | +6.0% | -4.6% |
| 3M | +6.7% | -17.4% | +24.2% | +8.5% |
| 6M | +14.7% | +119.1% | -104.4% | -4.4% |
| YTD | +2.5% | +102.4% | -99.8% | -13.3% |
| 1Y | -2.8% | +98.2% | -101.0% | -18.0% |
| 3Y | +65.9% | +46.9% | +18.9% | +42.3% |
| All | +33.0% | -26.5% | +59.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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