+370.8%
TEVA vs BURL
+86.7%
+284.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | +1.2% | +4.1% | -2.8% | +0.5% |
| 30D | +8.8% | -9.5% | +18.2% | +10.4% |
| 3M | +22.4% | -33.5% | +55.9% | +30.5% |
| 6M | +17.3% | -22.1% | +39.3% | +21.1% |
| YTD | +36.5% | -14.6% | +51.1% | +38.3% |
| 1Y | +74.2% | -8.4% | +82.6% | +73.4% |
| 3Y | +370.8% | +86.6% | +284.3% | +352.3% |
| All | +370.8% | +86.7% | +284.1% | +352.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling