+103.6%
FFIV vs BRKR
-39.7%
+143.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.4% |
| 7D | +5.4% | -8.7% | +14.1% | +7.1% |
| 30D | -2.7% | -9.9% | +7.2% | -0.9% |
| 3M | +4.5% | -3.1% | +7.6% | +3.4% |
| 6M | +42.2% | +45.5% | -3.3% | +26.9% |
| YTD | +61.3% | +13.7% | +47.6% | +51.9% |
| 1Y | +23.0% | +67.4% | -44.4% | +4.4% |
| 3Y | +156.3% | -13.2% | +169.5% | +146.1% |
| All | +103.6% | -39.7% | +143.4% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling