+136.5%
BAC vs BRKR
-11.8%
+148.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | 0.0% | -8.7% | +8.7% | +1.0% |
| 30D | -2.8% | -9.9% | +7.1% | -1.8% |
| 3M | +14.2% | -3.1% | +17.3% | +13.5% |
| 6M | +30.5% | +45.5% | -15.0% | +21.6% |
| YTD | +15.8% | +13.7% | +2.1% | +11.3% |
| 1Y | +26.2% | +67.4% | -41.3% | +14.1% |
| 3Y | +136.5% | -13.2% | +149.7% | +123.1% |
| All | +136.5% | -11.8% | +148.3% | +123.1% |
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