+17.9%
ITW vs BRKR
+53.7%
-35.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.2% | -1.8% |
| 7D | +0.9% | +7.4% | -6.6% | +0.6% |
| 30D | +7.6% | +2.7% | +4.9% | +7.4% |
| 3M | -4.0% | +19.7% | -23.7% | -4.9% |
| 6M | +9.2% | +45.2% | -36.0% | +5.5% |
| YTD | +16.2% | +30.6% | -14.3% | +11.3% |
| 1Y | +17.9% | +56.6% | -38.7% | +6.3% |
| All | +17.9% | +53.7% | -35.7% | +6.3% |
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