+141.8%
BRKR vs COO
+1,145.5%
-1,003.6%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -8.7% | -22.5% | +13.9% | +2.6% |
| 30D | -9.9% | -29.7% | +19.9% | +6.0% |
| 3M | -3.1% | -20.1% | +17.1% | +7.0% |
| 6M | +45.5% | -26.9% | +72.4% | +67.3% |
| YTD | +13.7% | -34.2% | +47.9% | +37.7% |
| 1Y | +67.4% | -21.3% | +88.7% | +86.0% |
| 3Y | -13.2% | -38.7% | +25.5% | +6.8% |
| 5Y | -39.5% | -52.2% | +12.7% | -17.2% |
| 10Y | +153.5% | +16.8% | +136.6% | +128.8% |
| All | +141.8% | +1,145.5% | -1,003.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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