-7.0%
EIX vs BRKR
-11.8%
+4.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.4% | -8.7% | +7.3% | -0.9% |
| 30D | -19.3% | -9.9% | -9.5% | -18.9% |
| 3M | -21.7% | -3.1% | -18.6% | -21.9% |
| 6M | -19.8% | +45.5% | -65.3% | -22.9% |
| YTD | -3.0% | +13.7% | -16.7% | -4.9% |
| 1Y | +5.1% | +67.4% | -62.3% | -1.3% |
| 3Y | -7.0% | -13.2% | +6.2% | -12.7% |
| All | -7.0% | -11.8% | +4.8% | -12.7% |
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