+201.7%
JNJ vs BURL
+215.5%
-13.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.3% |
| 7D | +2.7% | -2.8% | +5.5% | +2.8% |
| 30D | +7.4% | -28.2% | +35.5% | +9.4% |
| 3M | +21.2% | -17.6% | +38.8% | +22.4% |
| 6M | +13.4% | -11.8% | +25.2% | +13.9% |
| YTD | +35.1% | -8.1% | +43.3% | +35.2% |
| 1Y | +57.4% | -12.0% | +69.4% | +57.7% |
| 3Y | +86.8% | +63.3% | +23.5% | +75.8% |
| 5Y | +80.8% | -10.8% | +91.6% | +78.0% |
| All | +201.7% | +215.5% | -13.8% | +177.2% |
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