+1,123.8%
DXCM vs BURL
+1,051.1%
+72.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.7% |
| 7D | -3.2% | -2.8% | -0.4% | -2.6% |
| 30D | +6.3% | -28.2% | +34.5% | +15.0% |
| 3M | +21.1% | -17.6% | +38.7% | +26.3% |
| 6M | +20.6% | -11.8% | +32.4% | +23.1% |
| YTD | +32.4% | -8.1% | +40.6% | +33.7% |
| 1Y | +8.8% | -12.0% | +20.8% | +10.1% |
| 3Y | -13.7% | +63.3% | -77.0% | -27.9% |
| 5Y | -35.2% | -10.8% | -24.4% | -39.3% |
| 10Y | +281.8% | +215.9% | +65.9% | +139.9% |
| All | +1,123.8% | +1,051.1% | +72.7% | +493.0% |
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