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  • FANG vs BLDR✓SelectedUSD · BLDRFANG vs BLDR performance historyLatest closeAs of+1.36%09/10
Stock and ETF performance explorer

FANG vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,443.7%
BLDR return
+1,190.4%
Excess return
+253.3%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D+1.4%-3.9%+5.3%+2.3%
7D+1.2%-8.1%+9.3%+3.2%
30D+2.4%-21.5%+23.9%+8.3%
3M+5.1%-21.0%+26.0%+9.2%
6M+16.4%-37.1%+53.5%+26.6%
YTD+39.0%-42.7%+81.6%+54.0%
1Y+50.6%-58.0%+108.6%+80.4%
3Y+46.9%-57.8%+104.8%+66.3%
5Y+238.2%+10.3%+228.0%+173.1%
10Y+181.3%+367.3%-186.0%+51.6%
All+1,443.7%+1,190.4%+253.3%+598.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling