+98.3%
JNJ vs BURL
+86.7%
+11.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +1.1% | +4.1% | -3.0% | +1.2% |
| 30D | +6.9% | -9.5% | +16.3% | +6.7% |
| 3M | +8.0% | -33.5% | +41.5% | +7.0% |
| 6M | +24.3% | -22.1% | +46.4% | +23.7% |
| YTD | +35.6% | -14.6% | +50.2% | +35.2% |
| 1Y | +51.1% | -8.4% | +59.4% | +50.7% |
| 3Y | +98.3% | +86.6% | +11.7% | +94.5% |
| All | +98.3% | +86.7% | +11.5% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling