+218.2%
AZN vs BURL
+206.3%
+11.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.3% |
| 7D | -1.5% | -2.6% | +1.1% | -1.3% |
| 30D | -0.9% | -30.8% | +29.9% | +2.7% |
| 3M | -11.8% | -18.7% | +6.8% | -10.2% |
| 6M | -17.6% | -16.4% | -1.2% | -16.4% |
| YTD | -12.0% | -11.6% | -0.5% | -11.4% |
| 1Y | -0.9% | -12.0% | +11.1% | -0.4% |
| 3Y | +23.7% | +63.6% | -40.0% | +14.4% |
| 5Y | +54.5% | -12.6% | +67.1% | +49.6% |
| 10Y | +218.2% | +206.5% | +11.7% | +200.7% |
| All | +218.2% | +206.3% | +11.8% | +200.7% |
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