+6.0%
BSX vs BURL
-11.0%
+16.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.5% |
| 7D | +2.0% | -2.8% | +4.8% | +2.3% |
| 30D | +0.1% | -28.2% | +28.3% | +3.6% |
| 3M | -2.1% | -17.6% | +15.4% | -0.3% |
| 6M | -33.8% | -11.8% | -22.0% | -33.2% |
| YTD | -49.9% | -8.1% | -41.7% | -49.7% |
| 1Y | -55.4% | -12.0% | -43.5% | -55.2% |
| 3Y | -10.9% | +63.3% | -74.2% | -18.8% |
| All | +6.0% | -11.0% | +16.9% | +6.0% |
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 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