-16.4%
IDXX vs BURL
-9.5%
-6.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.5% | +0.8% |
| 7D | -3.5% | -2.8% | -0.7% | -3.2% |
| 30D | -8.4% | -28.2% | +19.7% | -4.0% |
| 3M | -5.2% | -17.6% | +12.4% | -2.4% |
| 6M | -17.5% | -11.8% | -5.7% | -15.6% |
| YTD | -20.9% | -8.1% | -12.7% | -19.4% |
| 1Y | -16.4% | -12.0% | -4.5% | -15.7% |
| All | -16.4% | -9.5% | -6.9% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling