-19.4%
INFY vs BURL
+87.4%
-106.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.5% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | +7.1% | -7.7% | +14.8% | +8.0% |
| 3M | -1.0% | -31.7% | +30.7% | +3.8% |
| 6M | +5.9% | -15.2% | +21.0% | +7.2% |
| YTD | -29.5% | -15.9% | -13.6% | -28.6% |
| 1Y | -26.0% | -14.2% | -11.8% | -25.3% |
| 3Y | -19.4% | +93.5% | -112.9% | -22.1% |
| All | -19.4% | +87.4% | -106.8% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling