+643.2%
ABBV vs BURL
+252.7%
+390.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -1.2% | +4.1% | -5.3% | -1.6% |
| 30D | +8.0% | -9.5% | +17.5% | +9.1% |
| 3M | +20.2% | -33.5% | +53.7% | +25.2% |
| 6M | +44.0% | -22.1% | +66.1% | +47.0% |
| YTD | +31.3% | -14.6% | +45.9% | +32.5% |
| 1Y | +37.0% | -8.4% | +45.3% | +36.8% |
| 3Y | +128.0% | +86.6% | +41.4% | +104.5% |
| 5Y | +196.9% | -17.2% | +214.1% | +190.9% |
| All | +643.2% | +252.7% | +390.5% | +535.4% |
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