+125.6%
ABBV vs BURL
+89.8%
+35.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.1% |
| 7D | -0.9% | +3.5% | -4.3% | -1.0% |
| 30D | +8.7% | -9.3% | +18.0% | +9.1% |
| 3M | +17.8% | -32.1% | +49.9% | +19.4% |
| 6M | +41.7% | -19.8% | +61.5% | +42.7% |
| YTD | +29.9% | -13.2% | +43.1% | +30.2% |
| 1Y | +37.0% | -7.8% | +44.8% | +36.8% |
| All | +125.6% | +89.8% | +35.8% | +121.6% |
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