+33.8%
BLK vs COMP
-32.0%
+65.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.4% |
| 7D | -2.4% | +4.1% | -6.5% | -3.0% |
| 30D | -3.1% | -14.5% | +11.4% | -1.0% |
| 3M | +10.7% | +41.8% | -31.1% | +4.7% |
| 6M | +15.9% | +23.6% | -7.7% | +10.7% |
| YTD | +4.0% | +1.7% | +2.3% | +1.7% |
| 1Y | +1.3% | +12.6% | -11.3% | -2.9% |
| 3Y | +69.6% | +221.9% | -152.3% | +32.7% |
| 5Y | +33.8% | -28.1% | +61.9% | +17.5% |
| All | +33.8% | -32.0% | +65.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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