+46.7%
REGN vs BURL
-9.5%
+56.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.1% |
| 7D | +4.2% | -2.8% | +7.0% | +4.5% |
| 30D | +7.8% | -28.2% | +36.0% | +11.9% |
| 3M | +31.8% | -17.6% | +49.4% | +34.7% |
| 6M | +5.4% | -11.8% | +17.2% | +7.2% |
| YTD | +7.7% | -8.1% | +15.8% | +9.6% |
| 1Y | +46.7% | -12.0% | +58.6% | +55.5% |
| All | +46.7% | -9.5% | +56.2% | +55.5% |
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