+454.7%
AMGN vs BURL
+1,051.1%
-596.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.9% |
| 7D | +1.1% | -2.8% | +3.9% | +1.4% |
| 30D | +7.8% | -28.2% | +36.0% | +11.9% |
| 3M | +27.3% | -17.6% | +44.8% | +29.9% |
| 6M | +16.8% | -11.8% | +28.6% | +18.0% |
| YTD | +36.3% | -8.1% | +44.5% | +37.0% |
| 1Y | +60.4% | -12.0% | +72.4% | +61.5% |
| 3Y | +86.3% | +63.3% | +23.0% | +71.0% |
| 5Y | +125.7% | -10.8% | +136.5% | +119.3% |
| 10Y | +247.0% | +215.9% | +31.1% | +160.6% |
| All | +454.7% | +1,051.1% | -596.4% | +246.6% |
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