-38.6%
FICO vs BRKR
+100.6%
-139.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.5% |
| 7D | -19.2% | +2.5% | -21.7% | -19.3% |
| 30D | -14.6% | +11.5% | -26.1% | -15.3% |
| 3M | -20.1% | -2.4% | -17.7% | -20.7% |
| 6M | -36.3% | +52.3% | -88.6% | -41.4% |
| YTD | -44.9% | +24.5% | -69.3% | -47.3% |
| 1Y | -38.6% | +97.3% | -136.0% | -44.7% |
| All | -38.6% | +100.6% | -139.2% | -44.7% |
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 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