+3,731.7%
COST vs BRKR
+172.5%
+3,559.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -8.7% | +7.5% | -0.3% |
| 30D | -4.7% | -9.9% | +5.1% | -3.9% |
| 3M | -7.1% | -3.1% | -4.0% | -7.5% |
| 6M | -8.5% | +45.5% | -54.0% | -13.0% |
| YTD | +5.4% | +13.7% | -8.3% | +2.4% |
| 1Y | -5.6% | +67.4% | -73.1% | -12.2% |
| 3Y | +68.5% | -13.2% | +81.7% | +64.4% |
| 5Y | +105.2% | -39.5% | +144.7% | +106.3% |
| 10Y | +610.7% | +153.5% | +457.2% | +512.8% |
| All | +3,731.7% | +172.5% | +3,559.2% | +2,677.4% |
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 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