+234.7%
DIS vs BRKR
+172.5%
+62.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.2% | -8.7% | +9.8% | +2.6% |
| 30D | +3.2% | -9.9% | +13.1% | +4.7% |
| 3M | +7.0% | -3.1% | +10.1% | +6.4% |
| 6M | +6.4% | +45.5% | -39.1% | -1.4% |
| YTD | -5.6% | +13.7% | -19.3% | -9.4% |
| 1Y | -7.7% | +67.4% | -75.1% | -17.0% |
| 3Y | +33.2% | -13.2% | +46.4% | +29.4% |
| 5Y | -40.3% | -39.5% | -0.8% | -39.3% |
| 10Y | +25.1% | +153.5% | -128.3% | +1.9% |
| All | +234.7% | +172.5% | +62.2% | +105.8% |
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