+279.9%
BSX vs BURL
+987.9%
-708.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -2.0% |
| 7D | +4.6% | +3.5% | +1.1% | +3.9% |
| 30D | +5.8% | -9.3% | +15.1% | +7.7% |
| 3M | -6.5% | -32.1% | +25.6% | +0.3% |
| 6M | -20.3% | -19.8% | -0.4% | -17.6% |
| YTD | -53.2% | -13.2% | -40.0% | -52.5% |
| 1Y | -54.9% | -7.8% | -47.0% | -55.0% |
| 3Y | -15.0% | +89.3% | -104.3% | -29.9% |
| 5Y | +3.4% | -15.8% | +19.2% | -1.5% |
| 10Y | +107.1% | +262.2% | -155.1% | +38.6% |
| All | +279.9% | +987.9% | -708.0% | +134.9% |
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