-24.4%
IDXX vs BURL
-13.9%
-10.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -1.9% |
| 7D | -4.6% | -2.6% | -2.0% | -4.0% |
| 30D | -11.3% | -30.8% | +19.4% | -3.2% |
| 3M | -7.3% | -18.7% | +11.4% | -2.8% |
| 6M | -14.5% | -16.4% | +1.9% | -11.4% |
| YTD | -23.1% | -11.6% | -11.5% | -21.6% |
| 1Y | -20.3% | -12.0% | -8.3% | -19.3% |
| 3Y | +11.7% | +63.6% | -51.9% | -6.6% |
| 5Y | -24.4% | -12.6% | -11.8% | -29.5% |
| All | -24.4% | -13.9% | -10.5% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling