+167.2%
NTRS vs BRKR
-11.8%
+179.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.4% | -8.7% | +10.0% | +2.6% |
| 30D | -0.7% | -9.9% | +9.2% | +0.7% |
| 3M | +11.3% | -3.1% | +14.4% | +10.5% |
| 6M | +35.5% | +45.5% | -10.0% | +24.0% |
| YTD | +40.6% | +13.7% | +26.9% | +34.0% |
| 1Y | +49.2% | +67.4% | -18.2% | +31.9% |
| 3Y | +167.2% | -13.2% | +180.4% | +151.9% |
| All | +167.2% | -11.8% | +179.0% | +151.9% |
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