+116.0%
REGN vs BURL
+244.4%
-128.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.7% |
| 7D | +5.3% | +0.4% | +4.9% | +5.3% |
| 30D | +26.3% | -4.3% | +30.6% | +26.8% |
| 3M | +19.3% | -28.8% | +48.1% | +23.6% |
| 6M | +31.8% | -12.8% | +44.6% | +33.2% |
| YTD | +23.7% | -12.8% | +36.5% | +24.8% |
| 1Y | +40.2% | -12.3% | +52.5% | +41.1% |
| 3Y | +20.2% | +92.7% | -72.5% | +9.9% |
| 5Y | +52.1% | -6.5% | +58.7% | +46.3% |
| All | +116.0% | +244.4% | -128.4% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling