-18.0%
BIIB vs BUD
+48.7%
-66.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +2.2% | -4.8% | +7.0% | +3.4% |
| 3M | +10.3% | +1.4% | +9.0% | +9.9% |
| 6M | +14.9% | +9.9% | +5.1% | +11.9% |
| YTD | +20.7% | +26.3% | -5.6% | +13.4% |
| 1Y | +50.3% | +36.1% | +14.2% | +38.1% |
| 3Y | -18.0% | +48.6% | -66.5% | -26.4% |
| All | -18.0% | +48.7% | -66.6% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling