+1,441.7%
JPM vs BLK
+12,788.7%
-11,347.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -2.3% | -5.2% | +2.8% | +0.7% |
| 30D | -2.3% | -7.0% | +4.7% | +1.8% |
| 3M | +14.9% | +5.7% | +9.2% | +10.6% |
| 6M | +23.6% | +11.0% | +12.6% | +15.1% |
| YTD | +11.3% | +0.9% | +10.4% | +9.1% |
| 1Y | +19.9% | -1.6% | +21.5% | +18.9% |
| 3Y | +162.6% | +64.5% | +98.1% | +89.2% |
| 5Y | +154.6% | +30.9% | +123.8% | +105.4% |
| 10Y | +589.9% | +275.1% | +314.8% | +194.1% |
| All | +1,441.7% | +12,788.7% | -11,347.1% | +114.2% |
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