+372.3%
ORCL vs BRKR
+173.2%
+199.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.1% |
| 7D | -0.7% | -9.8% | +9.1% | +1.1% |
| 30D | +5.1% | -6.1% | +11.2% | +6.3% |
| 3M | -23.7% | -2.4% | -21.4% | -24.1% |
| 6M | +3.1% | +46.7% | -43.6% | -4.8% |
| YTD | -20.8% | +14.0% | -34.7% | -23.9% |
| 1Y | -52.9% | +76.5% | -129.4% | -58.2% |
| 3Y | +25.4% | -11.7% | +37.1% | +22.2% |
| 5Y | +82.4% | -39.3% | +121.8% | +87.1% |
| 10Y | +343.6% | +154.1% | +189.5% | +254.2% |
| All | +372.3% | +173.2% | +199.2% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling