+52.6%
AZN vs BURL
+94.4%
-41.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | +18.3% | -4.3% | +22.7% | +18.6% |
| 3M | +16.3% | -28.8% | +45.1% | +18.3% |
| 6M | -0.1% | -12.8% | +12.7% | +0.4% |
| YTD | +1.3% | -12.8% | +14.1% | +1.9% |
| 1Y | +6.2% | -12.3% | +18.5% | +6.6% |
| All | +52.6% | +94.4% | -41.8% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling