+883.5%
BX vs BLK
+985.9%
-102.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.1% |
| 7D | -8.9% | -5.2% | -3.7% | -5.0% |
| 30D | -14.8% | -7.0% | -7.7% | -9.7% |
| 3M | +6.9% | +5.7% | +1.3% | +2.4% |
| 6M | +16.3% | +11.0% | +5.3% | +7.4% |
| YTD | -16.1% | +0.9% | -17.0% | -16.5% |
| 1Y | -26.8% | -1.6% | -25.2% | -25.8% |
| 3Y | +22.4% | +64.5% | -42.0% | -14.9% |
| 5Y | +16.0% | +30.9% | -14.8% | -2.2% |
| 10Y | +646.9% | +275.1% | +371.8% | +181.9% |
| All | +883.5% | +985.9% | -102.4% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling