-20.6%
IDXX vs BURL
-15.3%
-5.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -4.3% | -7.9% | +3.6% | -3.1% |
| 30D | -13.7% | -33.7% | +20.0% | -8.3% |
| 3M | -9.1% | -27.2% | +18.2% | -4.6% |
| 6M | -15.4% | -22.1% | +6.7% | -12.1% |
| YTD | -25.1% | -17.6% | -7.5% | -22.6% |
| 1Y | -20.6% | -14.9% | -5.7% | -19.4% |
| All | -20.6% | -15.3% | -5.3% | -19.4% |
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