+128.9%
EMB vs BRKR
+370.7%
-241.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -1.2% | -8.7% | +7.5% | -0.7% |
| 30D | -1.3% | -9.9% | +8.6% | -0.7% |
| 3M | -1.8% | -3.1% | +1.3% | -2.0% |
| 6M | +0.2% | +45.5% | -45.3% | -2.7% |
| YTD | +0.4% | +13.7% | -13.3% | -1.2% |
| 1Y | +2.8% | +67.4% | -64.6% | -1.4% |
| 3Y | +29.1% | -13.2% | +42.4% | +27.5% |
| 5Y | +6.3% | -39.5% | +45.7% | +6.4% |
| 10Y | +29.6% | +153.5% | -123.9% | +19.2% |
| All | +128.9% | +370.7% | -241.7% | +95.7% |
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 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