+474.4%
BMY vs BUD
+215.1%
+259.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +9.3% | +7.4% | +1.9% | +7.3% |
| 3M | -0.1% | +4.3% | -4.4% | -1.3% |
| 6M | +15.5% | +5.3% | +10.2% | +13.7% |
| YTD | +21.8% | +33.2% | -11.4% | +12.9% |
| 1Y | +34.9% | +31.8% | +3.1% | +25.3% |
| 3Y | +43.2% | +47.8% | -4.6% | +28.0% |
| 5Y | +30.7% | +50.2% | -19.4% | +14.5% |
| 10Y | +59.3% | -4.8% | +64.1% | +51.3% |
| All | +474.4% | +215.1% | +259.4% | +290.8% |
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 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