-2.9%
ADSK vs BRKR
-11.8%
+8.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -8.7% | +6.1% | -1.2% |
| 30D | -14.9% | -9.9% | -5.0% | -13.6% |
| 3M | +3.3% | -3.1% | +6.4% | +2.6% |
| 6M | -15.7% | +45.5% | -61.2% | -23.0% |
| YTD | -28.2% | +13.7% | -41.9% | -31.6% |
| 1Y | -34.5% | +67.4% | -102.0% | -42.5% |
| 3Y | -2.9% | -13.2% | +10.3% | -4.5% |
| All | -2.9% | -11.8% | +8.9% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling