+484.0%
AMGN vs BURL
+987.9%
-504.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.5% |
| 7D | -0.1% | +3.5% | -3.6% | -0.5% |
| 30D | +14.3% | -9.3% | +23.6% | +15.6% |
| 3M | +13.5% | -32.1% | +45.6% | +18.4% |
| 6M | +41.5% | -19.8% | +61.3% | +44.6% |
| YTD | +43.5% | -13.2% | +56.7% | +45.1% |
| 1Y | +47.9% | -7.8% | +55.7% | +48.1% |
| 3Y | +86.6% | +89.3% | -2.7% | +68.2% |
| 5Y | +151.6% | -15.8% | +167.4% | +146.2% |
| 10Y | +358.1% | +262.2% | +95.9% | +233.3% |
| All | +484.0% | +987.9% | -504.0% | +266.9% |
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 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