+129.1%
INFY vs BURL
+250.5%
-121.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | +13.6% | -4.4% | +18.0% | +14.4% |
| 3M | -2.4% | -28.6% | +26.2% | +3.7% |
| 6M | +2.2% | -12.3% | +14.5% | +3.7% |
| YTD | -29.5% | -11.3% | -18.2% | -28.8% |
| 1Y | -26.1% | -10.4% | -15.7% | -25.8% |
| 3Y | -19.7% | +96.1% | -115.8% | -33.3% |
| 5Y | -39.6% | -5.0% | -34.6% | -43.5% |
| All | +129.1% | +250.5% | -121.3% | +78.7% |
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