+5,333.2%
BLK vs BRKR
+172.5%
+5,160.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.3% | -8.7% | +5.4% | -1.8% |
| 30D | -6.5% | -9.9% | +3.3% | -5.0% |
| 3M | +6.7% | -3.1% | +9.8% | +6.1% |
| 6M | +14.7% | +45.5% | -30.8% | +5.2% |
| YTD | +2.5% | +13.7% | -11.2% | -2.1% |
| 1Y | -2.8% | +67.4% | -70.2% | -13.9% |
| 3Y | +65.9% | -13.2% | +79.1% | +60.7% |
| 5Y | +33.0% | -39.5% | +72.5% | +35.9% |
| 10Y | +281.2% | +153.5% | +127.7% | +208.3% |
| All | +5,333.2% | +172.5% | +5,160.8% | +3,364.4% |
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