+941.8%
IDXX vs BURL
+1,051.1%
-109.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.5% | +0.6% |
| 7D | -3.5% | -2.8% | -0.7% | -3.0% |
| 30D | -8.4% | -28.2% | +19.7% | -2.1% |
| 3M | -5.2% | -17.6% | +12.4% | -1.6% |
| 6M | -17.5% | -11.8% | -5.7% | -15.9% |
| YTD | -20.9% | -8.1% | -12.7% | -20.2% |
| 1Y | -16.4% | -12.0% | -4.5% | -15.4% |
| 3Y | +4.7% | +63.3% | -58.6% | -9.1% |
| 5Y | -22.2% | -10.8% | -11.4% | -26.8% |
| 10Y | +369.3% | +215.9% | +153.4% | +244.5% |
| All | +941.8% | +1,051.1% | -109.3% | +580.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling