+32.6%
NVS vs BURL
-9.4%
+42.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.3% |
| 7D | +1.3% | +7.7% | -6.4% | +0.6% |
| 30D | +13.9% | -7.1% | +21.0% | +14.4% |
| 3M | +4.7% | -30.3% | +35.0% | +6.2% |
| 6M | +12.1% | -15.5% | +27.6% | +12.8% |
| YTD | +22.3% | -11.0% | +33.3% | +23.9% |
| All | +32.6% | -9.4% | +42.1% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling