+323.2%
AMGN vs BURL
+254.9%
+68.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | +12.1% | -4.4% | +16.5% | +12.6% |
| 3M | +13.6% | -28.6% | +42.2% | +17.2% |
| 6M | +43.9% | -12.3% | +56.2% | +45.3% |
| YTD | +45.9% | -11.3% | +57.2% | +47.0% |
| 1Y | +42.1% | -10.4% | +52.6% | +42.8% |
| 3Y | +91.6% | +96.1% | -4.5% | +75.1% |
| 5Y | +158.5% | -5.0% | +163.5% | +151.0% |
| 10Y | +323.2% | +251.8% | +71.4% | +265.9% |
| All | +323.2% | +254.9% | +68.3% | +265.9% |
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