+439.2%
XYL vs BRKR
+308.0%
+131.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.2% | -8.7% | +9.9% | +3.8% |
| 30D | -11.9% | -9.9% | -2.1% | -9.4% |
| 3M | -1.5% | -3.1% | +1.5% | -2.9% |
| 6M | -11.9% | +45.5% | -57.4% | -24.8% |
| YTD | -20.6% | +13.7% | -34.3% | -27.3% |
| 1Y | -23.5% | +67.4% | -90.9% | -39.0% |
| 3Y | +14.9% | -13.2% | +28.1% | +7.0% |
| 5Y | -15.3% | -39.5% | +24.2% | -12.2% |
| 10Y | +148.6% | +153.5% | -4.8% | +57.1% |
| All | +439.2% | +308.0% | +131.1% | +191.7% |
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