+2,249.3%
STZ vs BRKR
+177.6%
+2,071.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.2% | +1.2% |
| 7D | -6.0% | -7.8% | +1.7% | -5.2% |
| 30D | -8.9% | -3.4% | -5.5% | -8.6% |
| 3M | -12.6% | -4.8% | -7.7% | -12.7% |
| 6M | -17.2% | +46.7% | -63.9% | -22.0% |
| YTD | -10.0% | +15.8% | -25.8% | -13.0% |
| 1Y | -14.3% | +75.4% | -89.7% | -21.3% |
| 3Y | -49.9% | -10.3% | -39.6% | -51.2% |
| 5Y | -38.2% | -38.8% | +0.5% | -37.9% |
| 10Y | -12.0% | +158.2% | -170.2% | -24.8% |
| All | +2,249.3% | +177.6% | +2,071.7% | +1,565.2% |
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