+116.9%
BMY vs BURL
+1,051.1%
-934.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +19.4% | -17.6% | +37.0% | +21.3% |
| 6M | +9.5% | -11.8% | +21.3% | +10.4% |
| YTD | +28.1% | -8.1% | +36.2% | +28.6% |
| 1Y | +50.0% | -12.0% | +61.9% | +50.7% |
| 3Y | +24.1% | +63.3% | -39.2% | +15.2% |
| 5Y | +25.0% | -10.8% | +35.8% | +21.7% |
| 10Y | +68.7% | +215.9% | -147.2% | +32.4% |
| All | +116.9% | +1,051.1% | -934.2% | +51.6% |
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 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