-3.5%
IR vs BRKR
+100.6%
-104.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -2.8% | +2.5% | -5.3% | -3.2% |
| 30D | -15.1% | +11.5% | -26.6% | -16.7% |
| 3M | +6.1% | -2.4% | +8.4% | +5.1% |
| 6M | -16.8% | +52.3% | -69.1% | -25.8% |
| YTD | -3.5% | +24.5% | -28.0% | -11.5% |
| 1Y | -3.5% | +97.3% | -100.8% | -15.9% |
| All | -3.5% | +100.6% | -104.1% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling