+52.3%
BDX vs BUD
+38.4%
+14.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +4.7% |
| 7D | +7.2% | +3.3% | +3.9% | +6.2% |
| 30D | +15.8% | +11.8% | +4.0% | +12.6% |
| 3M | +23.7% | -1.1% | +24.8% | +23.5% |
| 6M | +44.8% | +14.9% | +29.9% | +38.5% |
| YTD | +39.8% | +32.6% | +7.2% | +23.2% |
| 1Y | +52.3% | +37.2% | +15.2% | +30.2% |
| All | +52.3% | +38.4% | +14.0% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling