+950.1%
TROW vs BRKR
+172.5%
+777.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -3.2% | -8.7% | +5.5% | -1.3% |
| 30D | -4.6% | -9.9% | +5.2% | -2.6% |
| 3M | -0.7% | -3.1% | +2.4% | -1.4% |
| 6M | +22.2% | +45.5% | -23.3% | +9.7% |
| YTD | +6.6% | +13.7% | -7.1% | +0.6% |
| 1Y | +5.8% | +67.4% | -61.6% | -8.9% |
| 3Y | +11.6% | -13.2% | +24.8% | +7.4% |
| 5Y | -38.9% | -39.5% | +0.6% | -36.9% |
| 10Y | +128.5% | +153.5% | -24.9% | +74.7% |
| All | +950.1% | +172.5% | +777.6% | +494.8% |
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 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