+22.5%
BMY vs BUD
+48.7%
-26.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -3.3% | +0.8% | -4.1% | -3.5% |
| 30D | 0.0% | -4.8% | +4.8% | +1.1% |
| 3M | +17.7% | +1.4% | +16.4% | +17.3% |
| 6M | +9.6% | +9.9% | -0.2% | +6.8% |
| YTD | +24.0% | +26.3% | -2.4% | +17.1% |
| 1Y | +45.1% | +36.1% | +9.0% | +34.6% |
| 3Y | +22.5% | +48.6% | -26.1% | +9.8% |
| All | +22.5% | +48.7% | -26.2% | +9.8% |
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