+886.8%
EMR vs BRKR
+172.5%
+714.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.4% | -8.7% | +8.3% | +1.2% |
| 30D | -6.8% | -9.9% | +3.1% | -5.2% |
| 3M | +7.5% | -3.1% | +10.6% | +7.0% |
| 6M | +9.9% | +45.5% | -35.6% | +1.3% |
| YTD | +16.0% | +13.7% | +2.3% | +11.4% |
| 1Y | +12.4% | +67.4% | -55.0% | +0.5% |
| 3Y | +60.2% | -13.2% | +73.5% | +56.5% |
| 5Y | +67.9% | -39.5% | +107.3% | +72.0% |
| 10Y | +282.0% | +153.5% | +128.6% | +209.7% |
| All | +886.8% | +172.5% | +714.3% | +522.5% |
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 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