+831.6%
ABBV vs BURL
+1,051.1%
-219.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.8% |
| 7D | +0.4% | -2.8% | +3.2% | +0.7% |
| 30D | +4.2% | -28.2% | +32.3% | +8.3% |
| 3M | +14.8% | -17.6% | +32.4% | +17.3% |
| 6M | +10.3% | -11.8% | +22.0% | +11.3% |
| YTD | +14.9% | -8.1% | +23.0% | +15.2% |
| 1Y | +24.1% | -12.0% | +36.1% | +24.7% |
| 3Y | +91.9% | +63.3% | +28.6% | +73.5% |
| 5Y | +176.0% | -10.8% | +186.9% | +166.0% |
| 10Y | +502.9% | +215.9% | +287.0% | +343.9% |
| All | +831.6% | +1,051.1% | -219.6% | +469.3% |
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