+325.7%
AMGN vs BURL
+232.1%
+93.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +9.3% | -7.7% | +17.0% | +10.1% |
| 3M | +12.1% | -31.7% | +43.7% | +16.2% |
| 6M | +40.3% | -15.2% | +55.4% | +42.1% |
| YTD | +45.2% | -15.9% | +61.1% | +47.0% |
| 1Y | +42.4% | -14.2% | +56.6% | +43.7% |
| 3Y | +91.0% | +93.5% | -2.5% | +74.7% |
| 5Y | +157.4% | -9.9% | +167.3% | +151.2% |
| All | +325.7% | +232.1% | +93.6% | +268.1% |
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 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