+458.7%
SYK vs BURL
+1,001.7%
-543.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | +4.4% | +5.9% | -1.4% | +3.3% |
| 30D | +16.9% | -8.3% | +25.2% | +19.0% |
| 3M | -5.9% | -31.6% | +25.7% | +1.2% |
| 6M | +14.3% | -16.6% | +30.9% | +17.6% |
| YTD | -6.9% | -12.1% | +5.1% | -5.7% |
| 1Y | -7.6% | -10.0% | +2.3% | -7.2% |
| 3Y | +22.1% | +94.3% | -72.2% | +0.1% |
| 5Y | +26.1% | -13.2% | +39.3% | +19.4% |
| 10Y | +217.6% | +252.5% | -34.9% | +129.6% |
| All | +458.7% | +1,001.7% | -543.1% | +283.8% |
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