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  • ISRG vs BLK✓SelectedUSD · BLKISRG vs BLK performance historyLatest closeAs of-0.85%09/04
Stock and ETF performance explorer

ISRG vs BLK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,983.8%
BLK return
+6,796.0%
Excess return
+11,187.8%
Maximum drawdown
-82.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBLKExcessAlpha
1D-0.8%-0.3%-0.5%-0.7%
7D-1.6%-3.6%+2.0%0.0%
30D-2.3%-1.0%-1.3%-1.9%
3M-12.4%+10.4%-22.8%-16.3%
6M-26.8%+8.2%-35.0%-29.6%
YTD-35.3%+6.0%-41.3%-37.4%
1Y-19.3%+3.3%-22.7%-21.3%
3Y+18.1%+70.3%-52.1%-7.9%
5Y+2.6%+34.5%-31.8%-11.7%
10Y+379.4%+281.9%+97.5%+167.7%
All+17,983.8%+6,796.0%+11,187.8%+4,374.0%

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