+43.4%
NVTS vs BRKR
-11.8%
+55.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.4% | -8.7% | +7.2% | +2.6% |
| 30D | -16.5% | -9.9% | -6.7% | -12.6% |
| 3M | -47.6% | -3.1% | -44.5% | -49.2% |
| 6M | +7.3% | +45.5% | -38.2% | -16.9% |
| YTD | +62.9% | +13.7% | +49.2% | +44.1% |
| 1Y | +91.3% | +67.4% | +23.9% | +35.8% |
| 3Y | +43.4% | -13.2% | +56.6% | +26.5% |
| All | +43.4% | -11.8% | +55.2% | +26.5% |
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