+27.3%
BMY vs BURL
-17.2%
+44.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -0.5% | +4.1% | -4.6% | -0.7% |
| 30D | +4.1% | -9.5% | +13.6% | +4.4% |
| 3M | -3.1% | -33.5% | +30.4% | -1.9% |
| 6M | +11.0% | -22.1% | +33.1% | +11.9% |
| YTD | +19.1% | -14.6% | +33.7% | +19.7% |
| 1Y | +37.8% | -8.4% | +46.1% | +38.1% |
| 3Y | +34.2% | +86.6% | -52.4% | +31.0% |
| All | +27.3% | -17.2% | +44.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling