+96.7%
DGX vs BRKR
-11.8%
+108.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.9% | -8.7% | +7.8% | -0.2% |
| 30D | -1.2% | -9.9% | +8.7% | -0.4% |
| 3M | +15.8% | -3.1% | +18.9% | +15.5% |
| 6M | +18.2% | +45.5% | -27.3% | +13.5% |
| YTD | +37.2% | +13.7% | +23.5% | +34.0% |
| 1Y | +30.4% | +67.4% | -37.1% | +22.6% |
| 3Y | +96.7% | -13.2% | +109.9% | +96.2% |
| All | +96.7% | -11.8% | +108.5% | +96.2% |
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 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