+269.8%
BBWI vs BRKR
+172.5%
+97.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.7% | +6.5% |
| 7D | -4.8% | -8.7% | +3.8% | -3.1% |
| 30D | +3.5% | -9.9% | +13.3% | +5.5% |
| 3M | -0.3% | -3.1% | +2.8% | -1.0% |
| 6M | -5.4% | +45.5% | -50.9% | -13.9% |
| YTD | -4.7% | +13.7% | -18.4% | -9.4% |
| 1Y | -30.5% | +67.4% | -97.9% | -39.2% |
| 3Y | -44.3% | -13.2% | -31.1% | -45.6% |
| 5Y | -66.9% | -39.5% | -27.4% | -65.6% |
| 10Y | -55.3% | +153.5% | -208.7% | -63.5% |
| All | +269.8% | +172.5% | +97.3% | +129.3% |
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