+60.7%
BMY vs BLK
+283.5%
-222.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -4.8% | -3.3% | -1.5% | -3.9% |
| 30D | -0.1% | -6.5% | +6.4% | +1.7% |
| 3M | +13.1% | +6.7% | +6.4% | +10.9% |
| 6M | +8.4% | +14.7% | -6.3% | +4.1% |
| YTD | +22.0% | +2.5% | +19.4% | +20.1% |
| 1Y | +40.3% | -2.8% | +43.1% | +39.9% |
| 3Y | +20.5% | +65.9% | -45.3% | +2.1% |
| 5Y | +23.7% | +33.0% | -9.3% | +10.0% |
| All | +60.7% | +283.5% | -222.8% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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