-13.2%
BRKR vs EXEL
+154.7%
-168.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.2% |
| 6M | +45.5% | +34.4% | +11.1% | +37.4% |
| YTD | +13.7% | +28.0% | -14.4% | +8.0% |
| 1Y | +67.4% | +43.6% | +23.8% | +56.3% |
| 3Y | -13.2% | +155.2% | -168.4% | -28.0% |
| All | -13.2% | +154.7% | -168.0% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling