+57.5%
BMY vs BURL
+261.4%
-203.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.3% |
| 7D | -1.4% | +7.7% | -9.1% | -2.0% |
| 30D | +5.1% | -7.1% | +12.3% | +5.7% |
| 3M | -3.0% | -30.3% | +27.3% | -0.3% |
| 6M | +13.1% | -15.5% | +28.6% | +14.2% |
| YTD | +20.3% | -11.0% | +31.3% | +21.0% |
| 1Y | +39.0% | -8.4% | +47.4% | +39.2% |
| 3Y | +42.0% | +96.7% | -54.7% | +30.7% |
| 5Y | +28.5% | -14.1% | +42.6% | +26.5% |
| 10Y | +57.5% | +255.1% | -197.5% | +32.1% |
| All | +57.5% | +261.4% | -203.9% | +32.1% |
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