+105.0%
BMY vs BURL
+987.9%
-883.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.4% |
| 7D | +2.8% | +3.5% | -0.6% | +2.5% |
| 30D | +5.9% | -9.3% | +15.2% | +6.9% |
| 3M | -0.8% | -32.1% | +31.3% | +2.6% |
| 6M | +12.1% | -19.8% | +31.9% | +14.0% |
| YTD | +21.0% | -13.2% | +34.2% | +22.0% |
| 1Y | +40.4% | -7.8% | +48.3% | +40.5% |
| 3Y | +36.3% | +89.3% | -53.1% | +24.6% |
| 5Y | +29.3% | -15.8% | +45.1% | +26.6% |
| 10Y | +74.8% | +262.2% | -187.4% | +34.1% |
| All | +105.0% | +987.9% | -883.0% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling