-56.7%
BLDR vs BIIB
-19.0%
-37.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -2.7% | -5.4% | +2.7% | -0.5% |
| 30D | -14.7% | +1.7% | -16.5% | -15.3% |
| 3M | -20.8% | +5.8% | -26.7% | -23.1% |
| 6M | -35.3% | +11.9% | -47.3% | -39.1% |
| YTD | -40.3% | +19.7% | -60.1% | -46.1% |
| 1Y | -56.3% | +46.7% | -103.0% | -64.4% |
| All | -56.7% | -19.0% | -37.7% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling