+16.1%
JPM vs BLK
+17.9%
-1.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +1.9% |
| 7D | +3.8% | +5.7% | -2.0% | +1.4% |
| 30D | +6.5% | +14.8% | -8.3% | +0.7% |
| 3M | -1.0% | +8.8% | -9.8% | -4.5% |
| 6M | +15.5% | +17.6% | -2.1% | +7.8% |
| YTD | +11.4% | +16.3% | -4.9% | +3.3% |
| 1Y | +16.1% | +18.0% | -1.9% | +6.6% |
| All | +16.1% | +17.9% | -1.8% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling