+40.0%
CVS vs BRKR
+155.3%
-115.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.2% | -8.7% | +6.5% | -0.8% |
| 30D | -0.1% | -9.9% | +9.8% | +1.3% |
| 3M | -5.2% | -3.1% | -2.1% | -5.8% |
| 6M | +26.9% | +45.5% | -18.6% | +16.6% |
| YTD | +22.1% | +13.7% | +8.4% | +16.7% |
| 1Y | +30.8% | +67.4% | -36.6% | +16.1% |
| 3Y | +54.4% | -13.2% | +67.6% | +48.5% |
| 5Y | +33.4% | -39.5% | +72.8% | +36.9% |
| All | +40.0% | +155.3% | -115.3% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling