+280.2%
NVS vs BURL
+970.5%
-690.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +1.1% | +4.1% | -3.0% | +0.7% |
| 30D | +13.4% | -9.5% | +22.9% | +14.5% |
| 3M | +5.4% | -33.5% | +38.9% | +9.3% |
| 6M | +9.6% | -22.1% | +31.7% | +11.7% |
| YTD | +21.5% | -14.6% | +36.1% | +22.7% |
| 1Y | +32.3% | -8.4% | +40.7% | +32.5% |
| 3Y | +92.9% | +86.6% | +6.4% | +76.0% |
| 5Y | +134.3% | -17.2% | +151.5% | +128.2% |
| 10Y | +272.3% | +256.4% | +15.9% | +203.5% |
| All | +280.2% | +970.5% | -690.3% | +189.4% |
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 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