-19.0%
BSX vs BURL
+86.7%
-105.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -4.1% |
| 7D | +1.8% | +4.1% | -2.2% | +1.5% |
| 30D | +2.8% | -9.5% | +12.3% | +3.5% |
| 3M | -13.3% | -33.5% | +20.2% | -11.0% |
| 6M | -23.7% | -22.1% | -1.6% | -22.5% |
| YTD | -55.2% | -14.6% | -40.6% | -54.9% |
| 1Y | -56.8% | -8.4% | -48.5% | -56.9% |
| 3Y | -19.0% | +86.6% | -105.6% | -21.0% |
| All | -19.0% | +86.7% | -105.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling