+207.8%
JNJ vs BURL
+261.4%
-53.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.9% |
| 7D | +4.3% | +7.7% | -3.4% | +3.8% |
| 30D | +7.9% | -7.1% | +15.1% | +8.3% |
| 3M | +9.4% | -30.3% | +39.7% | +11.5% |
| 6M | +28.8% | -15.5% | +44.4% | +29.7% |
| YTD | +38.5% | -11.0% | +49.5% | +38.8% |
| 1Y | +54.6% | -8.4% | +63.0% | +54.4% |
| 3Y | +108.4% | +96.7% | +11.7% | +93.2% |
| 5Y | +99.6% | -14.1% | +113.7% | +97.2% |
| 10Y | +207.8% | +255.1% | -47.3% | +179.2% |
| All | +207.8% | +261.4% | -53.6% | +179.2% |
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