+246.7%
FFIV vs BRKR
+155.3%
+91.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.4% |
| 7D | +5.4% | -8.7% | +14.1% | +7.7% |
| 30D | -2.7% | -9.9% | +7.2% | -0.3% |
| 3M | +4.5% | -3.1% | +7.6% | +3.2% |
| 6M | +42.2% | +45.5% | -3.3% | +23.4% |
| YTD | +61.3% | +13.7% | +47.6% | +49.4% |
| 1Y | +23.0% | +67.4% | -44.4% | +0.4% |
| 3Y | +156.3% | -13.2% | +169.5% | +141.8% |
| 5Y | +102.9% | -39.5% | +142.3% | +111.2% |
| All | +246.7% | +155.3% | +91.3% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling