+88.3%
AMGN vs BURL
+63.9%
+24.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | +1.1% | -2.8% | +3.9% | +1.3% |
| 30D | +7.8% | -28.2% | +36.0% | +10.7% |
| 3M | +27.3% | -17.6% | +44.8% | +29.2% |
| 6M | +16.8% | -11.8% | +28.6% | +17.9% |
| YTD | +36.3% | -8.1% | +44.5% | +37.2% |
| 1Y | +60.4% | -12.0% | +72.4% | +61.8% |
| All | +88.3% | +63.9% | +24.4% | +83.1% |
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 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