+221.6%
JNJ vs BURL
+232.1%
-10.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.0% |
| 7D | +3.5% | -1.6% | +5.0% | +3.5% |
| 30D | +12.5% | -7.7% | +20.3% | +13.0% |
| 3M | +9.6% | -31.7% | +41.2% | +11.9% |
| 6M | +25.3% | -15.2% | +40.5% | +26.1% |
| YTD | +40.3% | -15.9% | +56.2% | +41.0% |
| 1Y | +49.6% | -14.2% | +63.9% | +50.0% |
| 3Y | +110.8% | +93.5% | +17.3% | +95.3% |
| 5Y | +99.1% | -9.9% | +109.0% | +94.8% |
| All | +221.6% | +232.1% | -10.4% | +191.0% |
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 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