+92.8%
AMGN vs BURL
+95.8%
-3.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.7% |
| 7D | 0.0% | +7.7% | -7.7% | -0.7% |
| 30D | +12.1% | -7.1% | +19.3% | +12.8% |
| 3M | +13.9% | -30.3% | +44.2% | +16.9% |
| 6M | +42.1% | -15.5% | +57.7% | +43.7% |
| YTD | +45.0% | -11.0% | +56.0% | +46.1% |
| 1Y | +49.3% | -8.4% | +57.7% | +50.0% |
| 3Y | +92.8% | +96.7% | -3.9% | +88.5% |
| All | +92.8% | +95.8% | -3.0% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling