+30.9%
BABA vs BRKR
-11.8%
+42.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.5% | -8.7% | +5.2% | -2.6% |
| 30D | -12.7% | -9.9% | -2.9% | -11.9% |
| 3M | -3.0% | -3.1% | +0.1% | -3.7% |
| 6M | -19.1% | +45.5% | -64.6% | -24.7% |
| YTD | -24.7% | +13.7% | -38.4% | -28.0% |
| 1Y | -29.0% | +67.4% | -96.5% | -36.1% |
| 3Y | +30.9% | -13.2% | +44.1% | +22.1% |
| All | +30.9% | -11.8% | +42.7% | +22.1% |
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 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