-45.4%
ALB vs BRKR
-39.7%
-5.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.6% | -8.7% | +2.0% | -3.3% |
| 30D | -8.1% | -9.9% | +1.7% | -4.6% |
| 3M | -25.7% | -3.1% | -22.6% | -27.5% |
| 6M | -29.5% | +45.5% | -75.0% | -44.3% |
| YTD | -16.2% | +13.7% | -29.9% | -25.9% |
| 1Y | +59.2% | +67.4% | -8.2% | +14.6% |
| 3Y | -33.7% | -13.2% | -20.5% | -37.8% |
| All | -45.4% | -39.7% | -5.6% | -42.3% |
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