+149.5%
BRKR vs EXEL
+375.2%
-225.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.2% |
| 7D | -8.7% | -4.9% | -3.8% | -7.8% |
| 30D | -9.9% | +11.4% | -21.2% | -11.9% |
| 3M | -3.1% | +4.9% | -8.0% | -4.3% |
| 6M | +45.5% | +34.4% | +11.1% | +36.7% |
| YTD | +13.7% | +28.0% | -14.4% | +7.6% |
| 1Y | +67.4% | +43.6% | +23.8% | +54.4% |
| 3Y | -13.2% | +155.2% | -168.4% | -30.5% |
| 5Y | -39.5% | +181.2% | -220.6% | -53.2% |
| All | +149.5% | +375.2% | -225.7% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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