+85.5%
COR vs BRKR
-11.8%
+97.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.8% | -8.7% | +5.8% | -3.1% |
| 30D | +2.6% | -9.9% | +12.4% | +2.2% |
| 3M | +14.5% | -3.1% | +17.6% | +14.6% |
| 6M | -7.8% | +45.5% | -53.3% | -6.3% |
| YTD | -4.2% | +13.7% | -17.9% | -2.8% |
| 1Y | +7.0% | +67.4% | -60.4% | +9.2% |
| 3Y | +85.5% | -13.2% | +98.7% | +92.4% |
| All | +85.5% | -11.8% | +97.3% | +92.4% |
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