+275.1%
BLK vs EXEL
+375.2%
-100.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | -3.3% | -4.9% | +1.6% | -2.5% |
| 30D | -6.5% | +11.4% | -17.9% | -8.4% |
| 3M | +6.7% | +4.9% | +1.9% | +5.5% |
| 6M | +14.7% | +34.4% | -19.7% | +8.2% |
| YTD | +2.5% | +28.0% | -25.5% | -2.8% |
| 1Y | -2.8% | +43.6% | -46.4% | -10.1% |
| 3Y | +65.9% | +155.2% | -89.3% | +34.7% |
| 5Y | +33.0% | +181.2% | -148.2% | +4.5% |
| All | +275.1% | +375.2% | -100.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling