+101.6%
BSX vs BURL
+261.4%
-159.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +2.2% |
| 7D | -0.7% | +7.7% | -8.4% | -2.0% |
| 30D | +3.0% | -7.1% | +10.2% | +4.4% |
| 3M | -10.7% | -30.3% | +19.6% | -4.8% |
| 6M | -18.4% | -15.5% | -2.8% | -16.5% |
| YTD | -53.8% | -11.0% | -42.9% | -53.4% |
| 1Y | -56.0% | -8.4% | -47.6% | -56.1% |
| 3Y | -14.4% | +96.7% | -111.1% | -30.2% |
| 5Y | +2.9% | -14.1% | +16.9% | -1.5% |
| 10Y | +101.6% | +255.1% | -153.5% | +57.5% |
| All | +101.6% | +261.4% | -159.8% | +57.5% |
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