+191.0%
REGN vs BURL
+970.5%
-779.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -2.5% | +4.1% | -6.6% | -3.1% |
| 30D | +21.9% | -9.5% | +31.3% | +23.1% |
| 3M | +17.3% | -33.5% | +50.8% | +22.7% |
| 6M | +25.8% | -22.1% | +47.8% | +28.9% |
| YTD | +17.6% | -14.6% | +32.2% | +19.0% |
| 1Y | +40.5% | -8.4% | +48.9% | +40.7% |
| 3Y | +9.7% | +86.6% | -76.9% | -0.4% |
| 5Y | +49.3% | -17.2% | +66.4% | +45.2% |
| 10Y | +167.4% | +256.4% | -89.0% | +104.5% |
| All | +191.0% | +970.5% | -779.5% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling