+263.8%
BSX vs BURL
+970.5%
-706.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.9% |
| 7D | +1.8% | +4.1% | -2.2% | +1.1% |
| 30D | +2.8% | -9.5% | +12.3% | +4.8% |
| 3M | -13.3% | -33.5% | +20.2% | -6.6% |
| 6M | -23.7% | -22.1% | -1.6% | -20.6% |
| YTD | -55.2% | -14.6% | -40.6% | -54.4% |
| 1Y | -56.8% | -8.4% | -48.5% | -56.9% |
| 3Y | -19.0% | +86.6% | -105.6% | -33.0% |
| 5Y | -0.9% | -17.2% | +16.2% | -5.3% |
| 10Y | +98.3% | +256.4% | -158.1% | +33.2% |
| All | +263.8% | +970.5% | -706.7% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling