+246.5%
BBY vs BRKR
+155.3%
+91.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +0.6% | -8.7% | +9.3% | +3.5% |
| 30D | +9.4% | -9.9% | +19.3% | +12.7% |
| 3M | +19.3% | -3.1% | +22.4% | +17.2% |
| 6M | +47.9% | +45.5% | +2.4% | +24.7% |
| YTD | +39.6% | +13.7% | +25.9% | +27.2% |
| 1Y | +22.2% | +67.4% | -45.2% | -4.4% |
| 3Y | +45.0% | -13.2% | +58.2% | +34.8% |
| 5Y | +2.6% | -39.5% | +42.0% | +6.7% |
| All | +246.5% | +155.3% | +91.2% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling