+133.4%
NVS vs BURL
-9.5%
+142.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -2.8% | -0.8% | -2.0% | -2.8% |
| 30D | +11.5% | -4.4% | +15.9% | +11.7% |
| 3M | +3.7% | -28.6% | +32.3% | +5.7% |
| 6M | +10.4% | -12.3% | +22.7% | +11.0% |
| YTD | +19.8% | -11.3% | +31.1% | +20.3% |
| 1Y | +26.6% | -10.4% | +37.0% | +26.9% |
| 3Y | +90.1% | +96.1% | -6.0% | +76.8% |
| 5Y | +133.4% | -5.0% | +138.4% | +120.4% |
| All | +133.4% | -9.5% | +142.9% | +120.4% |
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