+22.3%
BMY vs BUD
+45.2%
-22.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | +17.7% | +1.4% | +16.4% | +17.4% |
| 6M | +9.6% | +9.9% | -0.2% | +7.4% |
| YTD | +24.0% | +26.3% | -2.4% | +18.4% |
| 1Y | +45.1% | +36.1% | +9.0% | +36.6% |
| 3Y | +22.5% | +48.6% | -26.1% | +13.4% |
| 5Y | +22.3% | +45.0% | -22.7% | +11.8% |
| All | +22.3% | +45.2% | -22.9% | +11.8% |
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 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