+5.3%
BSX vs BURL
-14.7%
+20.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +2.8% | +5.9% | -3.1% | +2.1% |
| 30D | +4.6% | -8.3% | +12.9% | +5.5% |
| 3M | -11.4% | -31.6% | +20.2% | -8.0% |
| 6M | -17.1% | -16.6% | -0.5% | -15.9% |
| YTD | -53.1% | -12.1% | -41.0% | -52.8% |
| 1Y | -55.7% | -10.0% | -45.7% | -55.7% |
| 3Y | -13.3% | +94.3% | -107.6% | -22.7% |
| 5Y | +5.3% | -13.2% | +18.5% | +4.5% |
| All | +5.3% | -14.7% | +20.0% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling