+46.9%
BB vs BRKR
-11.8%
+58.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -0.4% | -8.7% | +8.3% | +1.8% |
| 30D | -12.5% | -9.9% | -2.7% | -10.4% |
| 3M | -17.4% | -3.1% | -14.4% | -18.5% |
| 6M | +119.1% | +45.5% | +73.6% | +91.7% |
| YTD | +102.4% | +13.7% | +88.7% | +88.2% |
| 1Y | +98.2% | +67.4% | +30.8% | +61.6% |
| 3Y | +46.9% | -13.2% | +60.1% | +43.2% |
| All | +46.9% | -11.8% | +58.7% | +43.2% |
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