+83.1%
INFY vs BURL
+206.3%
-123.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.1% | -4.2% |
| 7D | -7.2% | -2.6% | -4.7% | -6.8% |
| 30D | -11.2% | -30.8% | +19.6% | -4.9% |
| 3M | -7.4% | -18.7% | +11.3% | -4.0% |
| 6M | -21.3% | -16.4% | -4.8% | -19.2% |
| YTD | -36.2% | -11.6% | -24.6% | -35.3% |
| 1Y | -31.3% | -12.0% | -19.3% | -30.6% |
| 3Y | -31.1% | +63.6% | -94.7% | -40.4% |
| 5Y | -44.9% | -12.6% | -32.3% | -47.4% |
| 10Y | +83.1% | +206.5% | -123.4% | +41.6% |
| All | +83.1% | +206.3% | -123.2% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling