+1,440.5%
FANG vs BRKR
+344.1%
+1,096.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | -8.7% | +11.6% | +5.0% |
| 30D | +2.6% | -9.9% | +12.5% | +5.0% |
| 3M | +7.6% | -3.1% | +10.7% | +6.4% |
| 6M | +17.3% | +45.5% | -28.2% | +2.6% |
| YTD | +38.7% | +13.7% | +25.0% | +28.5% |
| 1Y | +51.6% | +67.4% | -15.8% | +24.2% |
| 3Y | +50.0% | -13.2% | +63.2% | +40.0% |
| 5Y | +237.6% | -39.5% | +277.0% | +243.9% |
| 10Y | +180.7% | +153.5% | +27.2% | +74.7% |
| All | +1,440.5% | +344.1% | +1,096.4% | +751.8% |
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 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