+13.1%
TEVA vs BURL
+232.1%
-218.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.8% |
| 7D | +4.4% | -1.6% | +6.0% | +4.8% |
| 30D | +9.3% | -7.7% | +17.0% | +11.2% |
| 3M | +21.9% | -31.7% | +53.5% | +32.9% |
| 6M | +22.8% | -15.2% | +37.9% | +26.0% |
| YTD | +42.6% | -15.9% | +58.5% | +45.9% |
| 1Y | +74.2% | -14.2% | +88.4% | +76.5% |
| 3Y | +404.5% | +93.5% | +311.0% | +297.2% |
| 5Y | +367.9% | -9.9% | +377.8% | +331.5% |
| All | +13.1% | +232.1% | -218.9% | -17.8% |
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 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