+66.9%
BMY vs BURL
+215.5%
-148.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | +0.4% | -2.8% | +3.2% | +0.6% |
| 30D | +5.0% | -28.2% | +33.2% | +7.8% |
| 3M | +19.4% | -17.6% | +37.0% | +21.1% |
| 6M | +9.5% | -11.8% | +21.3% | +10.3% |
| YTD | +28.1% | -8.1% | +36.2% | +28.5% |
| 1Y | +50.0% | -12.0% | +61.9% | +50.7% |
| 3Y | +24.1% | +63.3% | -39.2% | +16.0% |
| 5Y | +25.0% | -10.8% | +35.8% | +22.5% |
| All | +66.9% | +215.5% | -148.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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