+330.3%
BMRN vs BUD
+201.1%
+129.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +11.0% | -5.7% | +16.7% | +13.2% |
| 3M | +17.8% | +3.1% | +14.7% | +16.2% |
| 6M | +10.1% | +7.9% | +2.2% | +6.2% |
| YTD | +11.9% | +27.3% | -15.4% | +1.5% |
| 1Y | +17.2% | +37.8% | -20.6% | +3.2% |
| 3Y | -28.5% | +49.8% | -78.3% | -40.1% |
| 5Y | -21.7% | +43.8% | -65.5% | -34.6% |
| 10Y | -30.5% | -22.6% | -7.9% | -30.3% |
| All | +330.3% | +201.1% | +129.2% | +124.2% |
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 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