-47.0%
COMP vs BRKR
-13.9%
-33.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | +2.6% |
| 7D | +0.8% | -7.8% | +8.6% | +4.7% |
| 30D | -13.9% | -3.4% | -10.5% | -13.0% |
| 3M | +30.7% | -4.8% | +35.5% | +28.9% |
| 6M | +18.7% | +46.7% | -28.0% | -9.7% |
| YTD | +1.0% | +15.8% | -14.8% | -13.8% |
| 1Y | +15.1% | +75.4% | -60.3% | -23.2% |
| 3Y | +219.8% | -10.3% | +230.0% | +186.8% |
| 5Y | -28.7% | -38.8% | +10.1% | -28.0% |
| All | -47.0% | -13.9% | -33.1% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling