+152.5%
JPM vs BLK
+32.0%
+120.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | -0.1% |
| 7D | -0.7% | -3.3% | +2.6% | +1.1% |
| 30D | -2.5% | -6.5% | +4.1% | +1.1% |
| 3M | +14.1% | +6.7% | +7.4% | +9.6% |
| 6M | +25.1% | +14.7% | +10.4% | +14.9% |
| YTD | +12.1% | +2.5% | +9.6% | +9.1% |
| 1Y | +18.8% | -2.8% | +21.6% | +18.9% |
| 3Y | +163.4% | +65.9% | +97.6% | +91.0% |
| All | +152.5% | +32.0% | +120.5% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling