-23.4%
TEVA vs BURL
+188.6%
-212.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +1.8% |
| 7D | -1.7% | -7.0% | +5.3% | 0.0% |
| 30D | +2.0% | -35.6% | +37.6% | +13.5% |
| 3M | +7.0% | -26.3% | +33.2% | +14.7% |
| 6M | +17.0% | -20.7% | +37.7% | +22.6% |
| YTD | +18.1% | -17.2% | +35.3% | +21.9% |
| 1Y | +87.2% | -15.0% | +102.3% | +90.4% |
| 3Y | +283.1% | +53.2% | +229.8% | +221.5% |
| 5Y | +298.4% | -18.7% | +317.1% | +278.8% |
| 10Y | -23.4% | +192.1% | -215.5% | -46.3% |
| All | -23.4% | +188.6% | -212.0% | -46.3% |
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