+5.2%
AZN vs BURL
-9.1%
+14.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +17.1% | -4.4% | +21.6% | +17.3% |
| 3M | +16.8% | -28.6% | +45.4% | +18.3% |
| 6M | +2.0% | -12.3% | +14.3% | +2.2% |
| YTD | +1.9% | -11.3% | +13.2% | +2.9% |
| 1Y | +5.2% | -10.4% | +15.6% | +6.3% |
| All | +5.2% | -9.1% | +14.3% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling