+68.5%
BMY vs BURL
+252.7%
-184.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -0.5% | +4.1% | -4.6% | -0.9% |
| 30D | +4.1% | -9.5% | +13.6% | +4.9% |
| 3M | -2.1% | -33.5% | +31.4% | +1.0% |
| 6M | +12.2% | -22.1% | +34.3% | +14.1% |
| YTD | +20.3% | -14.6% | +34.9% | +21.4% |
| 1Y | +39.2% | -8.4% | +47.6% | +39.4% |
| 3Y | +35.6% | +86.6% | -51.0% | +25.4% |
| 5Y | +28.6% | -17.2% | +45.7% | +26.9% |
| All | +68.5% | +252.7% | -184.1% | +43.6% |
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