+544.3%
IDXX vs BURL
+232.1%
+312.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.7% |
| 7D | +4.2% | -1.6% | +5.8% | +4.5% |
| 30D | +33.1% | -7.7% | +40.9% | +35.5% |
| 3M | +24.2% | -31.7% | +55.9% | +34.7% |
| 6M | +33.2% | -15.2% | +48.4% | +37.0% |
| YTD | +4.1% | -15.9% | +20.0% | +6.9% |
| 1Y | +0.4% | -14.2% | +14.6% | +2.2% |
| 3Y | +62.9% | +93.5% | -30.6% | +34.1% |
| 5Y | +12.1% | -9.9% | +22.0% | +4.9% |
| All | +544.3% | +232.1% | +312.2% | +385.1% |
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