+169.7%
GSK vs BRKR
+172.5%
-2.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | -3.5% | -8.7% | +5.1% | -2.8% |
| 30D | -3.4% | -9.9% | +6.4% | -2.7% |
| 3M | -8.1% | -3.1% | -5.0% | -8.4% |
| 6M | -11.1% | +45.5% | -56.6% | -14.9% |
| YTD | +0.7% | +13.7% | -12.9% | -1.6% |
| 1Y | +20.1% | +67.4% | -47.3% | +13.1% |
| 3Y | +46.1% | -13.2% | +59.3% | +43.6% |
| 5Y | +48.2% | -39.5% | +87.7% | +49.0% |
| 10Y | +80.1% | +153.5% | -73.4% | +59.0% |
| All | +169.7% | +172.5% | -2.8% | +104.8% |
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 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