-1.5%
REGN vs BURL
+64.3%
-65.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.6% |
| 7D | -1.6% | -2.6% | +0.9% | -1.3% |
| 30D | +3.4% | -30.8% | +34.2% | +8.4% |
| 3M | +32.7% | -18.7% | +51.4% | +36.1% |
| 6M | +6.9% | -16.4% | +23.4% | +9.1% |
| YTD | +5.4% | -11.6% | +17.0% | +6.7% |
| 1Y | +45.8% | -12.0% | +57.8% | +47.4% |
| 3Y | -1.5% | +63.6% | -65.2% | -7.3% |
| All | -1.5% | +64.3% | -65.8% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling