+159.7%
GILD vs BRKR
+155.3%
+4.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -8.7% | +3.8% | -3.5% |
| 30D | +5.8% | -9.9% | +15.6% | +7.4% |
| 3M | +14.9% | -3.1% | +18.0% | +13.9% |
| 6M | -0.4% | +45.5% | -45.8% | -8.9% |
| YTD | +18.5% | +13.7% | +4.8% | +12.8% |
| 1Y | +25.1% | +67.4% | -42.3% | +10.0% |
| 3Y | +105.9% | -13.2% | +119.1% | +97.9% |
| 5Y | +143.0% | -39.5% | +182.5% | +148.0% |
| All | +159.7% | +155.3% | +4.4% | +89.5% |
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