+681.4%
NFLX vs BRKR
+155.3%
+526.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -1.1% | -8.7% | +7.6% | +1.0% |
| 30D | +4.3% | -9.9% | +14.2% | +6.6% |
| 3M | -4.8% | -3.1% | -1.7% | -5.6% |
| 6M | -18.4% | +45.5% | -63.9% | -28.4% |
| YTD | -17.4% | +13.7% | -31.1% | -23.1% |
| 1Y | -35.7% | +67.4% | -103.1% | -47.1% |
| 3Y | +73.8% | -13.2% | +87.0% | +62.8% |
| 5Y | +29.3% | -39.5% | +68.8% | +35.2% |
| All | +681.4% | +155.3% | +526.1% | +355.0% |
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