+948.7%
ABT vs BRKR
+172.5%
+776.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -5.9% | -8.7% | +2.8% | -5.1% |
| 30D | -8.1% | -9.9% | +1.8% | -7.2% |
| 3M | +14.5% | -3.1% | +17.6% | +14.2% |
| 6M | -6.3% | +45.5% | -51.8% | -10.7% |
| YTD | -17.1% | +13.7% | -30.8% | -19.2% |
| 1Y | -21.4% | +67.4% | -88.8% | -26.5% |
| 3Y | +5.9% | -13.2% | +19.1% | +3.8% |
| 5Y | -12.8% | -39.5% | +26.7% | -12.0% |
| 10Y | +200.1% | +153.5% | +46.6% | +166.4% |
| All | +948.7% | +172.5% | +776.3% | +701.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling