+1,311.2%
FERG vs BRKR
+357.9%
+953.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.7% |
| 7D | -2.6% | -8.7% | +6.1% | -1.5% |
| 30D | -8.9% | -9.9% | +1.0% | -7.8% |
| 3M | -2.0% | -3.1% | +1.0% | -2.4% |
| 6M | -3.2% | +45.5% | -48.7% | -8.8% |
| YTD | +1.5% | +13.7% | -12.2% | -1.7% |
| 1Y | +0.5% | +67.4% | -66.9% | -7.2% |
| 3Y | +50.4% | -13.2% | +63.6% | +46.9% |
| 5Y | +68.7% | -39.5% | +108.2% | +66.9% |
| 10Y | +351.3% | +153.5% | +197.8% | +325.6% |
| All | +1,311.2% | +357.9% | +953.3% | +1,224.8% |
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