+200.6%
ABBV vs BUD
+51.3%
+149.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.8% | +6.0% | -3.3% | +1.7% |
| 30D | +7.0% | +11.3% | -4.3% | +4.8% |
| 3M | +19.2% | +3.6% | +15.7% | +18.3% |
| 6M | +47.8% | +7.7% | +40.0% | +45.4% |
| YTD | +32.5% | +36.4% | -3.9% | +24.7% |
| 1Y | +38.4% | +37.8% | +0.5% | +30.0% |
| 3Y | +134.3% | +51.2% | +83.1% | +114.5% |
| 5Y | +200.6% | +53.4% | +147.2% | +169.2% |
| All | +200.6% | +51.3% | +149.4% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling