+49.0%
REGN vs BURL
-4.6%
+53.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -4.9% |
| 7D | +14.4% | +10.4% | +4.0% | +13.4% |
| 30D | +28.1% | -4.9% | +33.0% | +29.0% |
| 3M | +22.5% | -29.8% | +52.2% | +28.3% |
| 6M | +31.6% | -16.5% | +48.0% | +34.4% |
| YTD | +21.0% | -10.5% | +31.6% | +23.9% |
| 1Y | +49.0% | -5.3% | +54.3% | +52.6% |
| All | +49.0% | -4.6% | +53.5% | +52.6% |
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