+141.8%
BRKR vs EXEL
+30.5%
+111.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.3% |
| 7D | -8.7% | -4.9% | -3.8% | -7.7% |
| 30D | -9.9% | +11.4% | -21.2% | -12.1% |
| 3M | -3.1% | +4.9% | -8.0% | -4.4% |
| 6M | +45.5% | +34.4% | +11.1% | +35.7% |
| YTD | +13.7% | +28.0% | -14.4% | +7.0% |
| 1Y | +67.4% | +43.6% | +23.8% | +52.8% |
| 3Y | -13.2% | +155.2% | -168.4% | -32.4% |
| 5Y | -39.5% | +181.2% | -220.6% | -54.7% |
| 10Y | +153.5% | +368.4% | -215.0% | +49.4% |
| All | +141.8% | +30.5% | +111.3% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling