+375.6%
MRK vs BURL
+987.9%
-612.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -2.0% |
| 7D | +0.4% | +3.5% | -3.1% | +0.1% |
| 30D | +3.5% | -9.3% | +12.8% | +4.4% |
| 3M | +15.2% | -32.1% | +47.3% | +18.9% |
| 6M | +31.6% | -19.8% | +51.4% | +33.6% |
| YTD | +42.5% | -13.2% | +55.7% | +43.4% |
| 1Y | +79.2% | -7.8% | +87.1% | +79.0% |
| 3Y | +55.8% | +89.3% | -33.6% | +42.5% |
| 5Y | +109.8% | -15.8% | +125.6% | +105.8% |
| 10Y | +255.3% | +262.2% | -6.9% | +186.1% |
| All | +375.6% | +987.9% | -612.3% | +273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling