+2.9%
EXC vs BRKR
+75.9%
-73.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.1% | -8.7% | +7.6% | -1.8% |
| 30D | -3.6% | -9.9% | +6.2% | -4.4% |
| 3M | -4.3% | -3.1% | -1.2% | -3.8% |
| 6M | -9.9% | +45.5% | -55.4% | -4.5% |
| YTD | +1.8% | +13.7% | -11.9% | +5.9% |
| 1Y | +2.9% | +67.4% | -64.6% | +9.4% |
| All | +2.9% | +75.9% | -73.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling