+365.4%
BLDR vs BIIB
-26.8%
+392.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.2% | -4.5% |
| 7D | -8.1% | -4.0% | -4.1% | -7.2% |
| 30D | -21.5% | +5.7% | -27.1% | -22.5% |
| 3M | -21.0% | +10.9% | -31.9% | -23.2% |
| 6M | -37.1% | +14.3% | -51.4% | -39.5% |
| YTD | -42.7% | +22.4% | -65.1% | -46.0% |
| 1Y | -58.0% | +51.1% | -109.0% | -62.4% |
| 3Y | -57.8% | -16.8% | -41.0% | -57.2% |
| 5Y | +10.3% | -28.1% | +38.4% | +12.7% |
| All | +365.4% | -26.8% | +392.2% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling