+140.9%
SLB vs BRKR
+172.5%
-31.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.5% | -8.7% | +6.1% | -1.2% |
| 30D | +7.1% | -9.9% | +17.0% | +8.8% |
| 3M | +0.6% | -3.1% | +3.7% | -0.1% |
| 6M | +17.6% | +45.5% | -27.9% | +8.4% |
| YTD | +48.5% | +13.7% | +34.8% | +42.1% |
| 1Y | +59.4% | +67.4% | -8.0% | +42.7% |
| 3Y | -0.4% | -13.2% | +12.9% | -3.6% |
| 5Y | +133.8% | -39.5% | +173.3% | +135.5% |
| 10Y | -4.3% | +153.5% | -157.8% | -22.5% |
| All | +140.9% | +172.5% | -31.6% | +62.7% |
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