+282.1%
TEVA vs BURL
+64.3%
+217.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.8% |
| 7D | +1.6% | -2.6% | +4.1% | +2.0% |
| 30D | +4.0% | -30.8% | +34.7% | +10.8% |
| 3M | +10.5% | -18.7% | +29.2% | +14.2% |
| 6M | +18.4% | -16.4% | +34.8% | +21.3% |
| YTD | +17.8% | -11.6% | +29.4% | +19.1% |
| 1Y | +90.5% | -12.0% | +102.5% | +91.7% |
| 3Y | +282.1% | +63.6% | +218.5% | +243.8% |
| All | +282.1% | +64.3% | +217.9% | +243.8% |
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 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