+187.7%
INFY vs BURL
+970.5%
-782.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -0.4% | +4.1% | -4.5% | -1.2% |
| 30D | +18.5% | -9.5% | +27.9% | +20.5% |
| 3M | +1.1% | -33.5% | +34.6% | +8.5% |
| 6M | +1.0% | -22.1% | +23.1% | +4.8% |
| YTD | -28.3% | -14.6% | -13.8% | -27.1% |
| 1Y | -21.1% | -8.4% | -12.7% | -21.0% |
| 3Y | -19.5% | +86.6% | -106.1% | -31.6% |
| 5Y | -37.5% | -17.2% | -20.4% | -40.0% |
| 10Y | +117.7% | +256.4% | -138.7% | +58.7% |
| All | +187.7% | +970.5% | -782.8% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling