+123.2%
INFY vs BURL
+261.4%
-138.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -1.7% |
| 7D | -1.1% | +7.7% | -8.8% | -2.6% |
| 30D | +15.5% | -7.1% | +22.6% | +16.9% |
| 3M | -1.1% | -30.3% | +29.2% | +5.5% |
| 6M | -1.3% | -15.5% | +14.2% | +0.9% |
| YTD | -29.0% | -11.0% | -18.0% | -28.3% |
| 1Y | -23.3% | -8.4% | -14.9% | -23.2% |
| 3Y | -17.8% | +96.7% | -114.5% | -31.7% |
| 5Y | -39.4% | -14.1% | -25.4% | -42.0% |
| 10Y | +123.2% | +255.1% | -131.9% | +76.4% |
| All | +123.2% | +261.4% | -138.2% | +76.4% |
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 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