+171.9%
SAP vs BRKR
+155.3%
+16.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.1% | -8.7% | +4.6% | -2.1% |
| 30D | +1.1% | -9.9% | +10.9% | +3.4% |
| 3M | +26.1% | -3.1% | +29.2% | +24.4% |
| 6M | +9.8% | +45.5% | -35.7% | -3.9% |
| YTD | -13.6% | +13.7% | -27.3% | -19.6% |
| 1Y | -18.7% | +67.4% | -86.1% | -32.6% |
| 3Y | +54.1% | -13.2% | +67.3% | +46.3% |
| 5Y | +54.7% | -39.5% | +94.2% | +60.8% |
| All | +171.9% | +155.3% | +16.5% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling