+5.1%
BSX vs BUD
+50.1%
-45.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.0% | -1.6% | +0.6% | -0.6% |
| 30D | +2.1% | +6.7% | -4.6% | +0.5% |
| 3M | -14.0% | +5.9% | -19.9% | -15.3% |
| 6M | -18.3% | +5.1% | -23.4% | -19.6% |
| YTD | -53.6% | +32.9% | -86.5% | -57.4% |
| 1Y | -57.6% | +31.8% | -89.4% | -60.9% |
| 3Y | -14.3% | +47.4% | -61.6% | -25.5% |
| 5Y | +5.1% | +50.8% | -45.7% | -13.2% |
| All | +5.1% | +50.1% | -45.1% | -13.2% |
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 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