+37.6%
ITW vs BRKR
-39.7%
+77.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.7% | -8.7% | +7.9% | +0.8% |
| 30D | -8.3% | -9.9% | +1.5% | -6.8% |
| 3M | +6.0% | -3.1% | +9.1% | +5.1% |
| 6M | 0.0% | +45.5% | -45.5% | -9.2% |
| YTD | +10.2% | +13.7% | -3.5% | +4.5% |
| 1Y | +3.2% | +67.4% | -64.2% | -10.6% |
| 3Y | +21.0% | -13.2% | +34.2% | +15.7% |
| All | +37.6% | -39.7% | +77.3% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling