+258.5%
BN vs BRKR
+155.3%
+103.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -5.2% | -8.7% | +3.5% | -2.4% |
| 30D | -14.5% | -9.9% | -4.6% | -11.8% |
| 3M | -15.0% | -3.1% | -11.9% | -16.5% |
| 6M | -5.4% | +45.5% | -50.9% | -21.2% |
| YTD | -16.4% | +13.7% | -30.1% | -24.6% |
| 1Y | -16.2% | +67.4% | -83.7% | -35.4% |
| 3Y | +67.5% | -13.2% | +80.7% | +56.0% |
| 5Y | +34.1% | -39.5% | +73.6% | +41.0% |
| All | +258.5% | +155.3% | +103.1% | +135.1% |
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