+43.1%
BMY vs BLDR
-51.2%
+94.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | -0.5% |
| 7D | -1.3% | -8.2% | +6.9% | -0.4% |
| 30D | +10.0% | +16.3% | -6.3% | +8.1% |
| 3M | -1.2% | -17.0% | +15.8% | +0.4% |
| 6M | +12.8% | -17.4% | +30.2% | +14.1% |
| YTD | +20.7% | -41.6% | +62.2% | +26.1% |
| 1Y | +32.6% | -43.5% | +76.1% | +39.0% |
| All | +43.1% | -51.2% | +94.3% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling