-42.6%
INFY vs BURL
-11.0%
-31.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.6% |
| 7D | -2.9% | -2.8% | -0.1% | -2.5% |
| 30D | -6.2% | -28.2% | +21.9% | -1.6% |
| 3M | -4.9% | -17.6% | +12.7% | -2.3% |
| 6M | -16.6% | -11.8% | -4.8% | -15.6% |
| YTD | -32.9% | -8.1% | -24.8% | -32.6% |
| 1Y | -26.9% | -12.0% | -14.9% | -26.3% |
| 3Y | -26.6% | +63.3% | -89.9% | -34.0% |
| All | -42.6% | -11.0% | -31.7% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling