-29.8%
BABA vs BRKR
-39.7%
+10.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.5% | -8.7% | +5.2% | -1.6% |
| 30D | -12.7% | -9.9% | -2.9% | -10.9% |
| 3M | -3.0% | -3.1% | +0.1% | -4.4% |
| 6M | -19.1% | +45.5% | -64.6% | -29.4% |
| YTD | -24.7% | +13.7% | -38.4% | -30.3% |
| 1Y | -29.0% | +67.4% | -96.5% | -42.0% |
| 3Y | +30.9% | -13.2% | +44.1% | +20.7% |
| All | -29.8% | -39.7% | +10.0% | -33.4% |
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