+225.6%
FANG vs BRKR
-39.7%
+265.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | -8.7% | +11.6% | +3.8% |
| 30D | +2.6% | -9.9% | +12.5% | +3.6% |
| 3M | +7.6% | -3.1% | +10.7% | +7.2% |
| 6M | +17.3% | +45.5% | -28.2% | +10.5% |
| YTD | +38.7% | +13.7% | +25.0% | +34.8% |
| 1Y | +51.6% | +67.4% | -15.8% | +37.1% |
| 3Y | +50.0% | -13.2% | +63.2% | +44.2% |
| All | +225.6% | -39.7% | +265.3% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling