-1.4%
BDX vs BUD
+44.7%
-46.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | -3.6% | -1.3% | -2.2% | -3.3% |
| 30D | +0.7% | -6.1% | +6.8% | +2.0% |
| 3M | +19.0% | -3.8% | +22.7% | +19.8% |
| 6M | +10.8% | +8.2% | +2.6% | +8.4% |
| YTD | +20.1% | +23.6% | -3.4% | +14.0% |
| 1Y | +23.1% | +33.4% | -10.4% | +14.7% |
| 3Y | -8.8% | +45.3% | -54.1% | -16.9% |
| 5Y | -1.4% | +44.3% | -45.7% | -12.1% |
| All | -1.4% | +44.7% | -46.1% | -12.1% |
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