+54.1%
SAP vs BRKR
-11.8%
+65.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.1% | -8.7% | +4.6% | -3.2% |
| 30D | +1.1% | -9.9% | +10.9% | +2.1% |
| 3M | +26.1% | -3.1% | +29.2% | +25.1% |
| 6M | +9.8% | +45.5% | -35.7% | +2.1% |
| YTD | -13.6% | +13.7% | -27.3% | -17.0% |
| 1Y | -18.7% | +67.4% | -86.1% | -26.2% |
| 3Y | +54.1% | -13.2% | +67.3% | +56.9% |
| All | +54.1% | -11.8% | +65.9% | +56.9% |
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