+100.0%
IT vs BRKR
+155.3%
-55.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | -3.7% | -8.7% | +5.0% | -1.2% |
| 30D | +0.1% | -9.9% | +9.9% | +2.8% |
| 3M | +20.7% | -3.1% | +23.8% | +16.5% |
| 6M | +12.0% | +45.5% | -33.5% | -8.4% |
| YTD | -28.8% | +13.7% | -42.5% | -36.5% |
| 1Y | -25.5% | +67.4% | -92.9% | -43.2% |
| 3Y | -48.8% | -13.2% | -35.5% | -52.8% |
| 5Y | -42.7% | -39.5% | -3.3% | -40.7% |
| All | +100.0% | +155.3% | -55.3% | +19.5% |
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