+365.8%
AZN vs BURL
+1,051.1%
-685.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | +0.7% | -28.2% | +28.9% | +4.1% |
| 3M | -10.5% | -17.6% | +7.1% | -8.9% |
| 6M | -19.3% | -11.8% | -7.5% | -18.6% |
| YTD | -10.6% | -8.1% | -2.4% | -10.3% |
| 1Y | +0.5% | -12.0% | +12.5% | +1.0% |
| 3Y | +25.9% | +63.3% | -37.4% | +16.3% |
| 5Y | +52.4% | -10.8% | +63.2% | +47.1% |
| 10Y | +220.8% | +215.9% | +4.9% | +159.8% |
| All | +365.8% | +1,051.1% | -685.3% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling