+8.9%
FICO vs BRKR
-11.8%
+20.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +5.7% | -8.7% | +14.4% | +6.7% |
| 30D | -5.6% | -9.9% | +4.2% | -4.6% |
| 3M | -16.9% | -3.1% | -13.8% | -17.5% |
| 6M | -15.4% | +45.5% | -60.9% | -21.7% |
| YTD | -41.7% | +13.7% | -55.4% | -44.1% |
| 1Y | -38.3% | +67.4% | -105.7% | -44.4% |
| 3Y | +8.9% | -13.2% | +22.1% | +3.8% |
| All | +8.9% | -11.8% | +20.7% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling