+1,075.9%
DXCM vs BURL
+987.9%
+88.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.8% |
| 7D | +5.7% | +3.5% | +2.2% | +4.8% |
| 30D | +1.3% | -9.3% | +10.6% | +3.7% |
| 3M | +2.2% | -32.1% | +34.3% | +11.8% |
| 6M | +42.0% | -19.8% | +61.8% | +48.2% |
| YTD | +27.3% | -13.2% | +40.4% | +30.0% |
| 1Y | +42.5% | -7.8% | +50.3% | +42.6% |
| 3Y | -13.3% | +89.3% | -102.7% | -30.5% |
| 5Y | -46.8% | -15.8% | -31.0% | -49.5% |
| 10Y | +445.8% | +262.2% | +183.6% | +228.7% |
| All | +1,075.9% | +987.9% | +88.0% | +476.3% |
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