+602.8%
ABBV vs BURL
+244.4%
+358.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +2.2% | +0.4% | +1.7% | +2.1% |
| 30D | +8.0% | -4.3% | +12.3% | +8.4% |
| 3M | +19.1% | -28.8% | +47.9% | +23.2% |
| 6M | +43.5% | -12.8% | +56.3% | +44.8% |
| YTD | +32.7% | -12.8% | +45.5% | +33.6% |
| 1Y | +30.0% | -12.3% | +42.3% | +30.5% |
| 3Y | +134.7% | +92.7% | +42.1% | +109.7% |
| 5Y | +200.6% | -6.5% | +207.2% | +189.0% |
| All | +602.8% | +244.4% | +358.3% | +486.5% |
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