-12.7%
STZ vs BRKR
+155.3%
-168.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.5% | -8.7% | +4.2% | -2.8% |
| 30D | -8.6% | -9.9% | +1.3% | -6.9% |
| 3M | -13.8% | -3.1% | -10.7% | -14.6% |
| 6M | -17.2% | +45.5% | -62.6% | -26.1% |
| YTD | -9.4% | +13.7% | -23.0% | -14.9% |
| 1Y | -11.9% | +67.4% | -79.3% | -25.0% |
| 3Y | -49.6% | -13.2% | -36.4% | -52.0% |
| 5Y | -37.2% | -39.5% | +2.3% | -35.5% |
| All | -12.7% | +155.3% | -168.0% | -39.4% |
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