+166.4%
REGN vs BURL
+1,051.1%
-884.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | +4.2% | -2.8% | +7.0% | +4.5% |
| 30D | +7.8% | -28.2% | +36.0% | +12.1% |
| 3M | +31.8% | -17.6% | +49.4% | +34.7% |
| 6M | +5.4% | -11.8% | +17.2% | +6.6% |
| YTD | +7.7% | -8.1% | +15.8% | +8.3% |
| 1Y | +46.7% | -12.0% | +58.6% | +47.8% |
| 3Y | +0.5% | +63.3% | -62.8% | -7.2% |
| 5Y | +22.9% | -10.8% | +33.8% | +18.7% |
| 10Y | +115.0% | +215.9% | -100.9% | +68.1% |
| All | +166.4% | +1,051.1% | -884.7% | +83.7% |
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