+323.0%
AZN vs BURL
+246.8%
+76.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -0.1% | +4.1% | -4.2% | -0.5% |
| 30D | +16.4% | -9.5% | +25.9% | +17.5% |
| 3M | +15.7% | -33.5% | +49.3% | +20.1% |
| 6M | +0.8% | -22.1% | +22.9% | +2.8% |
| YTD | +2.5% | -14.6% | +17.0% | +3.4% |
| 1Y | +12.4% | -8.4% | +20.8% | +12.5% |
| 3Y | +53.4% | +86.6% | -33.1% | +40.1% |
| 5Y | +62.8% | -17.2% | +80.0% | +58.6% |
| All | +323.0% | +246.8% | +76.2% | +295.7% |
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