+713.4%
XLV vs BRKR
+172.5%
+540.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -3.6% | -8.7% | +5.1% | -2.5% |
| 30D | -1.8% | -9.9% | +8.0% | -0.7% |
| 3M | +7.8% | -3.1% | +10.9% | +7.4% |
| 6M | +9.1% | +45.5% | -36.4% | +3.0% |
| YTD | +7.7% | +13.7% | -6.0% | +4.5% |
| 1Y | +20.4% | +67.4% | -47.0% | +11.2% |
| 3Y | +30.8% | -13.2% | +44.0% | +28.0% |
| 5Y | +34.6% | -39.5% | +74.1% | +36.1% |
| 10Y | +173.4% | +153.5% | +19.9% | +135.5% |
| All | +713.4% | +172.5% | +540.9% | +500.6% |
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