+24.7%
SYK vs BURL
-17.2%
+41.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | +11.7% | +4.1% | +7.6% | +11.1% |
| 30D | +18.3% | -9.5% | +27.8% | +20.0% |
| 3M | -3.1% | -33.5% | +30.4% | +2.5% |
| 6M | +12.1% | -22.1% | +34.2% | +15.6% |
| YTD | -6.5% | -14.6% | +8.1% | -5.1% |
| 1Y | -6.9% | -8.4% | +1.5% | -6.8% |
| 3Y | +21.2% | +86.6% | -65.3% | +5.4% |
| All | +24.7% | -17.2% | +41.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling