-33.7%
CMCSA vs BRKR
-11.8%
-21.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | -4.9% | -8.7% | +3.8% | -4.5% |
| 30D | -1.1% | -9.9% | +8.8% | -0.7% |
| 3M | +6.6% | -3.1% | +9.7% | +6.2% |
| 6M | -15.5% | +45.5% | -61.0% | -18.6% |
| YTD | -6.7% | +13.7% | -20.4% | -8.3% |
| 1Y | -15.6% | +67.4% | -83.0% | -20.0% |
| 3Y | -33.7% | -13.2% | -20.5% | -37.1% |
| All | -33.7% | -11.8% | -21.9% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling