+203.0%
ABBV vs BURL
-12.4%
+215.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.5% |
| 7D | +1.5% | +7.7% | -6.2% | +1.2% |
| 30D | +6.7% | -7.1% | +13.9% | +7.1% |
| 3M | +19.9% | -30.3% | +50.2% | +21.9% |
| 6M | +47.5% | -15.5% | +63.0% | +48.3% |
| YTD | +32.2% | -11.0% | +43.2% | +32.5% |
| 1Y | +37.8% | -8.4% | +46.3% | +37.8% |
| 3Y | +134.8% | +96.7% | +38.1% | +123.2% |
| 5Y | +203.0% | -14.1% | +217.1% | +197.6% |
| All | +203.0% | -12.4% | +215.4% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling