+131.3%
MRK vs BURL
-11.0%
+142.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | +1.3% | -2.8% | +4.1% | +1.4% |
| 30D | +17.1% | -28.2% | +45.3% | +18.1% |
| 3M | +25.9% | -17.6% | +43.5% | +26.4% |
| 6M | +26.8% | -11.8% | +38.6% | +27.1% |
| YTD | +44.9% | -8.1% | +53.1% | +45.0% |
| 1Y | +84.8% | -12.0% | +96.8% | +85.2% |
| 3Y | +50.1% | +63.3% | -13.2% | +47.3% |
| All | +131.3% | -11.0% | +142.2% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling