-16.5%
OTIS vs BRKR
-39.7%
+23.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.0% | -8.7% | +5.7% | -1.8% |
| 30D | -6.0% | -9.9% | +3.8% | -4.8% |
| 3M | -0.9% | -3.1% | +2.2% | -1.6% |
| 6M | -17.3% | +45.5% | -62.8% | -24.0% |
| YTD | -19.6% | +13.7% | -33.2% | -23.2% |
| 1Y | -21.0% | +67.4% | -88.5% | -30.3% |
| 3Y | -12.1% | -13.2% | +1.1% | -14.9% |
| All | -16.5% | -39.7% | +23.2% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling