+108.4%
JNJ vs BURL
+95.8%
+12.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +2.2% |
| 7D | +4.3% | +7.7% | -3.4% | +4.3% |
| 30D | +7.9% | -7.1% | +15.1% | +7.7% |
| 3M | +9.4% | -30.3% | +39.7% | +8.4% |
| 6M | +28.8% | -15.5% | +44.4% | +28.3% |
| YTD | +38.5% | -11.0% | +49.5% | +38.1% |
| 1Y | +54.6% | -8.4% | +63.0% | +54.3% |
| 3Y | +108.4% | +96.7% | +11.7% | +105.0% |
| All | +108.4% | +95.8% | +12.6% | +105.0% |
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 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