+26.5%
FFIV vs BRKR
+47.8%
-21.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.0% | +3.5% | -4.8% |
| 7D | -14.2% | -6.4% | -7.9% | -13.8% |
| 30D | -33.6% | -4.0% | -29.6% | -33.4% |
| 3M | -24.2% | +10.7% | -35.0% | -24.6% |
| 6M | -8.3% | +53.0% | -61.3% | -14.1% |
| YTD | +22.1% | +23.6% | -1.5% | +18.1% |
| 1Y | +26.5% | +45.0% | -18.6% | +16.3% |
| All | +26.5% | +47.8% | -21.3% | +16.3% |
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