+33.2%
IDXX vs BURL
-14.9%
+48.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.6% |
| 7D | +4.2% | -1.6% | +5.8% | +4.5% |
| 30D | +33.1% | -7.7% | +40.9% | +34.2% |
| 3M | +24.2% | -31.7% | +55.9% | +29.4% |
| 6M | +33.2% | -15.2% | +48.4% | +40.9% |
| All | +33.2% | -14.9% | +48.1% | +40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling