+1,353.7%
ABBV vs BUD
+29.8%
+1,323.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +5.6% | +7.4% | -1.8% | +3.6% |
| 3M | +18.7% | +4.3% | +14.4% | +17.2% |
| 6M | +47.4% | +5.3% | +42.1% | +45.0% |
| YTD | +33.0% | +33.2% | -0.3% | +22.8% |
| 1Y | +34.9% | +31.8% | +3.2% | +24.9% |
| 3Y | +135.2% | +47.8% | +87.4% | +108.8% |
| 5Y | +202.1% | +50.2% | +151.9% | +162.3% |
| 10Y | +602.6% | -4.8% | +607.4% | +582.1% |
| All | +1,353.7% | +29.8% | +1,323.9% | +1,145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling