-2.2%
IDXX vs BURL
-13.7%
+11.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.3% |
| 7D | +4.1% | +0.4% | +3.6% | +4.0% |
| 30D | +34.2% | -4.3% | +38.5% | +34.7% |
| 3M | +22.3% | -28.8% | +51.1% | +27.8% |
| 6M | +30.7% | -12.8% | +43.5% | +32.7% |
| YTD | +3.2% | -12.8% | +16.0% | +6.1% |
| 1Y | -2.2% | -12.3% | +10.1% | +0.4% |
| All | -2.2% | -13.7% | +11.5% | +0.4% |
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