+274.2%
NVS vs BURL
+1,051.1%
-776.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | +4.0% | -2.8% | +6.8% | +4.3% |
| 30D | +3.6% | -28.2% | +31.8% | +6.7% |
| 3M | +7.8% | -17.6% | +25.4% | +9.6% |
| 6M | -0.2% | -11.8% | +11.6% | +0.6% |
| YTD | +19.6% | -8.1% | +27.7% | +20.0% |
| 1Y | +28.4% | -12.0% | +40.3% | +29.0% |
| 3Y | +76.2% | +63.3% | +12.9% | +63.1% |
| 5Y | +111.1% | -10.8% | +121.9% | +104.1% |
| 10Y | +224.3% | +215.9% | +8.3% | +168.0% |
| All | +274.2% | +1,051.1% | -776.9% | +183.1% |
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