+953.4%
ABBV vs BURL
+987.9%
-34.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | -0.9% | +3.5% | -4.3% | -1.3% |
| 30D | +8.7% | -9.3% | +18.0% | +9.9% |
| 3M | +17.8% | -32.1% | +49.9% | +23.1% |
| 6M | +41.7% | -19.8% | +61.5% | +44.6% |
| YTD | +29.9% | -13.2% | +43.1% | +31.0% |
| 1Y | +37.0% | -7.8% | +44.8% | +36.7% |
| 3Y | +125.2% | +89.3% | +35.9% | +99.1% |
| 5Y | +193.8% | -15.8% | +209.6% | +184.9% |
| 10Y | +673.0% | +262.2% | +410.8% | +451.7% |
| All | +953.4% | +987.9% | -34.5% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling