+179.3%
SYK vs BURL
+208.2%
-28.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.7% | -5.1% | -8.0% |
| 7D | -12.9% | -2.6% | -10.3% | -12.4% |
| 30D | -18.5% | -30.8% | +12.3% | -11.8% |
| 3M | -8.1% | -18.7% | +10.6% | -4.1% |
| 6M | -23.8% | -16.4% | -7.3% | -21.4% |
| YTD | -20.9% | -11.6% | -9.4% | -19.7% |
| 1Y | -29.0% | -12.0% | -17.0% | -28.3% |
| 3Y | -1.7% | +63.6% | -65.3% | -17.8% |
| 5Y | +4.0% | -12.6% | +16.5% | -1.5% |
| All | +179.3% | +208.2% | -28.9% | +114.5% |
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