+4.0%
SYK vs BURL
-13.9%
+17.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.7% | -5.1% | -8.3% |
| 7D | -12.9% | -2.6% | -10.3% | -12.5% |
| 30D | -18.5% | -30.8% | +12.3% | -14.1% |
| 3M | -8.1% | -18.7% | +10.6% | -5.4% |
| 6M | -23.8% | -16.4% | -7.3% | -22.1% |
| YTD | -20.9% | -11.6% | -9.4% | -20.1% |
| 1Y | -29.0% | -12.0% | -17.0% | -28.4% |
| 3Y | -1.7% | +63.6% | -65.3% | -12.7% |
| 5Y | +4.0% | -12.6% | +16.5% | +3.0% |
| All | +4.0% | -13.9% | +17.8% | +3.0% |
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