+404.2%
DXCM vs BURL
+252.7%
+151.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.6% |
| 7D | -3.5% | +4.1% | -7.6% | -4.3% |
| 30D | -5.8% | -9.5% | +3.7% | -3.5% |
| 3M | -4.3% | -33.5% | +29.2% | +4.9% |
| 6M | +31.6% | -22.1% | +53.7% | +38.1% |
| YTD | +19.6% | -14.6% | +34.2% | +22.6% |
| 1Y | +36.9% | -8.4% | +45.2% | +37.2% |
| 3Y | -16.3% | +86.6% | -102.8% | -32.1% |
| 5Y | -50.0% | -17.2% | -32.9% | -52.1% |
| All | +404.2% | +252.7% | +151.5% | +285.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling