+112.1%
REGN vs BURL
+188.6%
-76.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.0% | +0.4% |
| 7D | -5.2% | -7.0% | +1.8% | -4.4% |
| 30D | +0.1% | -35.6% | +35.7% | +5.2% |
| 3M | +31.2% | -26.3% | +57.5% | +35.7% |
| 6M | +3.6% | -20.7% | +24.3% | +6.1% |
| YTD | +5.0% | -17.2% | +22.2% | +6.9% |
| 1Y | +45.9% | -15.0% | +60.9% | +47.5% |
| 3Y | -1.9% | +53.2% | -55.1% | -8.2% |
| 5Y | +26.2% | -18.7% | +44.9% | +23.2% |
| 10Y | +112.1% | +192.1% | -80.0% | +78.5% |
| All | +112.1% | +188.6% | -76.5% | +78.5% |
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 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