+420.6%
SYK vs BURL
+1,051.1%
-630.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.1% |
| 7D | -8.3% | -2.8% | -5.5% | -7.8% |
| 30D | -10.1% | -28.2% | +18.1% | -4.1% |
| 3M | +0.9% | -17.6% | +18.5% | +4.6% |
| 6M | -20.2% | -11.8% | -8.4% | -18.9% |
| YTD | -13.3% | -8.1% | -5.1% | -12.8% |
| 1Y | -22.3% | -12.0% | -10.4% | -21.7% |
| 3Y | +9.7% | +63.3% | -53.6% | -6.4% |
| 5Y | +15.4% | -10.8% | +26.2% | +8.7% |
| 10Y | +192.9% | +215.9% | -23.0% | +114.2% |
| All | +420.6% | +1,051.1% | -630.5% | +254.9% |
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