+1,255.6%
IDXX vs BURL
+1,001.7%
+253.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.2% |
| 7D | +3.7% | +5.9% | -2.2% | +2.4% |
| 30D | +34.5% | -8.3% | +42.8% | +36.9% |
| 3M | +16.9% | -31.6% | +48.6% | +26.1% |
| 6M | +24.4% | -16.6% | +41.0% | +28.2% |
| YTD | +3.0% | -12.1% | +15.1% | +4.7% |
| 1Y | -1.8% | -10.0% | +8.2% | -1.1% |
| 3Y | +62.5% | +94.3% | -31.8% | +36.1% |
| 5Y | +11.9% | -13.2% | +25.1% | +5.9% |
| 10Y | +540.5% | +252.5% | +288.0% | +364.4% |
| All | +1,255.6% | +1,001.7% | +253.9% | +791.9% |
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 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