+4,081.8%
BLK vs SNY
+241.9%
+3,839.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.3% | -3.3% | 0.0% | -1.8% |
| 30D | -6.5% | -2.2% | -4.4% | -5.6% |
| 3M | +6.7% | -3.0% | +9.8% | +7.9% |
| 6M | +14.7% | +2.7% | +12.0% | +12.8% |
| YTD | +2.5% | -6.8% | +9.4% | +5.1% |
| 1Y | -2.8% | -5.3% | +2.5% | -1.6% |
| 3Y | +65.9% | -9.8% | +75.6% | +64.8% |
| 5Y | +33.0% | +9.7% | +23.3% | +16.9% |
| 10Y | +281.2% | +64.5% | +216.7% | +166.9% |
| All | +4,081.8% | +241.9% | +3,839.9% | +1,943.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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