+1,261.8%
IT vs BRKR
+172.5%
+1,089.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | -3.7% | -8.7% | +5.0% | -2.1% |
| 30D | +0.1% | -9.9% | +9.9% | +1.8% |
| 3M | +20.7% | -3.1% | +23.8% | +18.7% |
| 6M | +12.0% | +45.5% | -33.5% | +0.9% |
| YTD | -28.8% | +13.7% | -42.5% | -32.8% |
| 1Y | -25.5% | +67.4% | -92.9% | -35.2% |
| 3Y | -48.8% | -13.2% | -35.5% | -50.5% |
| 5Y | -42.7% | -39.5% | -3.3% | -41.4% |
| 10Y | +102.5% | +153.5% | -51.0% | +60.0% |
| All | +1,261.8% | +172.5% | +1,089.3% | +674.6% |
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