+194.8%
REGN vs BURL
+1,001.7%
-806.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.3% |
| 7D | -5.9% | +5.9% | -11.7% | -6.6% |
| 30D | +22.7% | -8.3% | +31.0% | +23.8% |
| 3M | +13.5% | -31.6% | +45.1% | +18.4% |
| 6M | +28.5% | -16.6% | +45.1% | +30.6% |
| YTD | +19.1% | -12.1% | +31.2% | +20.2% |
| 1Y | +40.6% | -10.0% | +50.6% | +41.1% |
| 3Y | +15.7% | +94.3% | -78.5% | +4.6% |
| 5Y | +48.6% | -13.2% | +61.8% | +43.8% |
| 10Y | +118.6% | +252.5% | -133.9% | +67.6% |
| All | +194.8% | +1,001.7% | -806.9% | +103.9% |
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