+81.9%
BAX vs BRKR
+172.5%
-90.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -7.9% | -8.7% | +0.8% | -6.9% |
| 30D | -11.7% | -9.9% | -1.8% | -10.7% |
| 3M | +16.2% | -3.1% | +19.3% | +15.9% |
| 6M | +32.0% | +45.5% | -13.5% | +25.0% |
| YTD | +24.7% | +13.7% | +11.0% | +21.6% |
| 1Y | -2.6% | +67.4% | -70.1% | -9.2% |
| 3Y | -35.0% | -13.2% | -21.8% | -35.6% |
| 5Y | -67.6% | -39.5% | -28.1% | -67.0% |
| 10Y | -38.4% | +153.5% | -191.9% | -45.1% |
| All | +81.9% | +172.5% | -90.6% | +45.9% |
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 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