+329.7%
AZN vs BURL
+261.4%
+68.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.2% |
| 7D | +1.5% | +7.7% | -6.2% | +0.8% |
| 30D | +19.0% | -7.1% | +26.1% | +19.7% |
| 3M | +17.3% | -30.3% | +47.6% | +21.2% |
| 6M | +3.6% | -15.5% | +19.1% | +4.8% |
| YTD | +4.1% | -11.0% | +15.0% | +4.6% |
| 1Y | +13.1% | -8.4% | +21.6% | +13.2% |
| 3Y | +55.8% | +96.7% | -40.9% | +41.5% |
| 5Y | +66.5% | -14.1% | +80.5% | +61.6% |
| 10Y | +329.7% | +255.1% | +74.7% | +300.4% |
| All | +329.7% | +261.4% | +68.3% | +300.4% |
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