+65.9%
BLK vs DGX
+96.4%
-30.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.1% |
| 30D | -6.5% | -1.2% | -5.4% | -6.3% |
| 3M | +6.7% | +15.8% | -9.0% | +3.7% |
| 6M | +14.7% | +18.2% | -3.4% | +10.8% |
| YTD | +2.5% | +37.2% | -34.7% | -4.5% |
| 1Y | -2.8% | +30.4% | -33.1% | -8.3% |
| 3Y | +65.9% | +96.7% | -30.8% | +42.8% |
| All | +65.9% | +96.4% | -30.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling