-26.7%
COMP vs BRKR
-39.7%
+13.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | -5.5% | -8.7% | +3.2% | -1.4% |
| 30D | -17.4% | -9.9% | -7.6% | -13.6% |
| 3M | +24.4% | -3.1% | +27.5% | +21.3% |
| 6M | +21.8% | +45.5% | -23.7% | -7.3% |
| YTD | -0.6% | +13.7% | -14.3% | -14.6% |
| 1Y | +11.5% | +67.4% | -56.0% | -24.0% |
| 3Y | +220.4% | -13.2% | +233.6% | +193.0% |
| All | -26.7% | -39.7% | +13.1% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling