+210.8%
JNJ vs BURL
+252.7%
-41.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +1.1% | +4.1% | -3.0% | +0.9% |
| 30D | +6.9% | -9.5% | +16.3% | +7.5% |
| 3M | +8.0% | -33.5% | +41.5% | +10.4% |
| 6M | +24.3% | -22.1% | +46.4% | +25.7% |
| YTD | +35.6% | -14.6% | +50.2% | +36.2% |
| 1Y | +51.1% | -8.4% | +59.4% | +50.8% |
| 3Y | +98.3% | +86.6% | +11.7% | +84.4% |
| 5Y | +94.3% | -17.2% | +111.5% | +92.3% |
| All | +210.8% | +252.7% | -41.9% | +184.3% |
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