-11.3%
ABT vs BRKR
-39.7%
+28.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -5.9% | -8.7% | +2.8% | -4.8% |
| 30D | -8.1% | -9.9% | +1.8% | -6.9% |
| 3M | +14.5% | -3.1% | +17.6% | +14.0% |
| 6M | -6.3% | +45.5% | -51.8% | -12.9% |
| YTD | -17.1% | +13.7% | -30.8% | -20.3% |
| 1Y | -21.4% | +67.4% | -88.8% | -29.2% |
| 3Y | +5.9% | -13.2% | +19.1% | +3.0% |
| All | -11.3% | -39.7% | +28.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling