+12,882.1%
BLK vs DGX
+5,022.0%
+7,860.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | -6.5% | -1.2% | -5.4% | -6.2% |
| 3M | +6.7% | +15.8% | -9.0% | +1.8% |
| 6M | +14.7% | +18.2% | -3.4% | +8.6% |
| YTD | +2.5% | +37.2% | -34.7% | -7.4% |
| 1Y | -2.8% | +30.4% | -33.1% | -10.9% |
| 3Y | +65.9% | +96.7% | -30.8% | +32.9% |
| 5Y | +33.0% | +67.2% | -34.2% | +11.3% |
| 10Y | +281.2% | +253.9% | +27.3% | +155.3% |
| All | +12,882.1% | +5,022.0% | +7,860.1% | +7,347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling