+22.9%
BABA vs BRKR
+175.8%
-153.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -2.9% | -9.8% | +6.9% | -0.2% |
| 30D | -15.1% | -6.1% | -9.0% | -13.9% |
| 3M | -5.0% | -2.4% | -2.7% | -6.7% |
| 6M | -19.9% | +46.7% | -66.6% | -31.3% |
| YTD | -25.3% | +14.0% | -39.2% | -31.4% |
| 1Y | -23.9% | +76.5% | -100.4% | -39.9% |
| 3Y | +28.1% | -11.7% | +39.8% | +17.9% |
| 5Y | -31.4% | -39.3% | +8.0% | -29.7% |
| 10Y | +15.8% | +154.1% | -138.3% | -28.4% |
| All | +22.9% | +175.8% | -153.0% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling