+74.1%
NSC vs BRKR
-11.8%
+85.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.8% | -8.7% | +5.9% | -1.9% |
| 30D | -4.5% | -9.9% | +5.3% | -3.6% |
| 3M | +3.5% | -3.1% | +6.6% | +3.0% |
| 6M | +8.5% | +45.5% | -37.0% | +1.2% |
| YTD | +12.3% | +13.7% | -1.3% | +8.4% |
| 1Y | +18.9% | +67.4% | -48.5% | +7.0% |
| 3Y | +74.1% | -13.2% | +87.4% | +67.3% |
| All | +74.1% | -11.8% | +85.9% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling