+389.2%
BLDR vs BIIB
+549.5%
-160.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.2% |
| 7D | -2.8% | +1.1% | -3.9% | -3.3% |
| 30D | -13.3% | +6.9% | -20.1% | -15.6% |
| 3M | -12.3% | +12.4% | -24.7% | -16.7% |
| 6M | -31.5% | +16.3% | -47.7% | -36.3% |
| YTD | -36.1% | +25.5% | -61.5% | -42.7% |
| 1Y | -54.1% | +57.8% | -111.9% | -62.5% |
| 3Y | -55.8% | -17.3% | -38.4% | -54.0% |
| 5Y | +20.7% | -33.8% | +54.5% | +32.0% |
| 10Y | +390.2% | -29.6% | +419.8% | +303.6% |
| All | +389.2% | +549.5% | -160.3% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling