+338.9%
FIS vs BRKR
+249.5%
+89.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -7.9% | -8.7% | +0.8% | -6.5% |
| 30D | -8.0% | -9.9% | +1.9% | -6.5% |
| 3M | +0.6% | -3.1% | +3.7% | 0.0% |
| 6M | -22.2% | +45.5% | -67.7% | -28.5% |
| YTD | -40.8% | +13.7% | -54.5% | -43.4% |
| 1Y | -41.5% | +67.4% | -108.9% | -48.0% |
| 3Y | -25.5% | -13.2% | -12.3% | -28.0% |
| 5Y | -64.8% | -39.5% | -25.3% | -64.3% |
| 10Y | -40.1% | +153.5% | -193.5% | -52.1% |
| All | +338.9% | +249.5% | +89.4% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling