+60.1%
BMY vs BLDR
+479.0%
-419.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.7% |
| 7D | +2.1% | -3.0% | +5.1% | +2.3% |
| 30D | +7.0% | +20.1% | -13.1% | +5.0% |
| 3M | -0.9% | -17.5% | +16.6% | +0.7% |
| 6M | +14.9% | -16.1% | +31.0% | +16.1% |
| YTD | +22.8% | -41.0% | +63.9% | +27.8% |
| 1Y | +36.2% | -41.6% | +77.8% | +41.7% |
| 3Y | +45.7% | -50.8% | +96.5% | +51.7% |
| 5Y | +31.3% | -10.8% | +42.0% | +25.6% |
| All | +60.1% | +479.0% | -419.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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