-10.9%
DXCM vs BURL
+89.8%
-100.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -4.0% |
| 7D | +5.7% | +3.5% | +2.2% | +5.1% |
| 30D | +1.3% | -9.3% | +10.6% | +2.8% |
| 3M | +2.2% | -32.1% | +34.3% | +8.7% |
| 6M | +42.0% | -19.8% | +61.8% | +46.1% |
| YTD | +27.3% | -13.2% | +40.4% | +29.2% |
| 1Y | +42.5% | -7.8% | +50.3% | +42.8% |
| All | -10.9% | +89.8% | -100.7% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling