+105.9%
GILD vs BRKR
-11.8%
+117.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -4.8% | -8.7% | +3.8% | -4.2% |
| 30D | +5.8% | -9.9% | +15.6% | +6.6% |
| 3M | +14.9% | -3.1% | +18.0% | +14.2% |
| 6M | -0.4% | +45.5% | -45.8% | -5.7% |
| YTD | +18.5% | +13.7% | +4.8% | +14.9% |
| 1Y | +25.1% | +67.4% | -42.3% | +15.4% |
| 3Y | +105.9% | -13.2% | +119.1% | +101.4% |
| All | +105.9% | -11.8% | +117.7% | +101.4% |
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 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