+24.5%
BX vs BLK
+66.0%
-41.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +0.9% |
| 7D | -5.6% | -3.3% | -2.3% | -2.3% |
| 30D | -12.2% | -6.5% | -5.7% | -6.0% |
| 3M | +7.4% | +6.7% | +0.6% | +0.4% |
| 6M | +22.2% | +14.7% | +7.4% | +6.2% |
| YTD | -14.0% | +2.5% | -16.5% | -16.3% |
| 1Y | -27.3% | -2.8% | -24.5% | -25.5% |
| 3Y | +24.5% | +65.9% | -41.3% | -27.1% |
| All | +24.5% | +66.0% | -41.4% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling