+227.0%
SYK vs BURL
+244.4%
-17.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -6.8% | +0.4% | -7.2% | -6.9% |
| 30D | +10.6% | -4.3% | +14.9% | +11.7% |
| 3M | -9.7% | -28.8% | +19.0% | -3.2% |
| 6M | +6.7% | -12.8% | +19.5% | +9.0% |
| YTD | -10.4% | -12.8% | +2.4% | -8.9% |
| 1Y | -14.0% | -12.3% | -1.8% | -13.1% |
| 3Y | +17.6% | +92.7% | -75.1% | -5.7% |
| 5Y | +24.6% | -6.5% | +31.1% | +15.5% |
| All | +227.0% | +244.4% | -17.4% | +145.3% |
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 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