+15.2%
BABA vs BRKR
+155.3%
-140.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.5% | -8.7% | +5.2% | -1.1% |
| 30D | -12.7% | -9.9% | -2.9% | -10.5% |
| 3M | -3.0% | -3.1% | +0.1% | -4.6% |
| 6M | -19.1% | +45.5% | -64.6% | -30.6% |
| YTD | -24.7% | +13.7% | -38.4% | -31.0% |
| 1Y | -29.0% | +67.4% | -96.5% | -43.3% |
| 3Y | +30.9% | -13.2% | +44.1% | +21.0% |
| 5Y | -30.9% | -39.5% | +8.6% | -29.0% |
| All | +15.2% | +155.3% | -140.1% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling