-36.7%
BLDR vs DGX
+45.0%
-81.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.5% | +5.8% | +7.5% |
| 7D | +24.4% | +4.1% | +20.3% | +22.2% |
| 30D | +24.9% | +10.5% | +14.4% | +20.0% |
| 3M | -7.8% | +9.8% | -17.6% | -11.5% |
| 6M | -5.8% | +34.6% | -40.3% | -16.7% |
| YTD | -32.5% | +49.8% | -82.3% | -40.7% |
| 1Y | -36.7% | +46.0% | -82.7% | -44.2% |
| All | -36.7% | +45.0% | -81.7% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling