+166.7%
CSCO vs BRKR
+172.5%
-5.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.7% | -8.7% | +11.3% | +4.3% |
| 30D | -9.5% | -9.9% | +0.4% | -7.9% |
| 3M | -7.6% | -3.1% | -4.5% | -8.3% |
| 6M | +44.9% | +45.5% | -0.6% | +32.0% |
| YTD | +47.7% | +13.7% | +34.0% | +40.4% |
| 1Y | +69.1% | +67.4% | +1.7% | +48.5% |
| 3Y | +113.5% | -13.2% | +126.7% | +105.1% |
| 5Y | +122.8% | -39.5% | +162.2% | +125.4% |
| 10Y | +389.1% | +153.5% | +235.7% | +273.7% |
| All | +166.7% | +172.5% | -5.7% | +43.0% |
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 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