+1,139.7%
FDX vs BRKR
+172.5%
+967.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.3% | -8.7% | +5.4% | -1.9% |
| 30D | -4.5% | -9.9% | +5.3% | -3.1% |
| 3M | -7.3% | -3.1% | -4.3% | -7.9% |
| 6M | +7.5% | +45.5% | -38.0% | -0.6% |
| YTD | +35.1% | +13.7% | +21.4% | +29.4% |
| 1Y | +71.4% | +67.4% | +4.0% | +53.4% |
| 3Y | +60.8% | -13.2% | +74.0% | +56.3% |
| 5Y | +65.5% | -39.5% | +105.0% | +68.7% |
| 10Y | +181.3% | +153.5% | +27.9% | +130.1% |
| All | +1,139.7% | +172.5% | +967.2% | +690.0% |
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