-56.0%
BSX vs BURL
-9.1%
-46.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.9% |
| 7D | -1.5% | -0.8% | -0.7% | -1.5% |
| 30D | +2.9% | -4.4% | +7.4% | +2.7% |
| 3M | -11.8% | -28.6% | +16.7% | -12.4% |
| 6M | -15.4% | -12.3% | -3.1% | -15.5% |
| YTD | -52.7% | -11.3% | -41.4% | -52.4% |
| 1Y | -56.0% | -10.4% | -45.5% | -55.7% |
| All | -56.0% | -9.1% | -46.9% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling