+337.2%
BSX vs BUD
+214.2%
+123.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.0% | -1.6% | +0.6% | -0.4% |
| 30D | +2.1% | +6.7% | -4.6% | -0.4% |
| 3M | -14.0% | +5.9% | -19.9% | -15.9% |
| 6M | -18.3% | +5.1% | -23.4% | -20.2% |
| YTD | -53.6% | +32.9% | -86.5% | -59.0% |
| 1Y | -57.6% | +31.8% | -89.4% | -62.4% |
| 3Y | -14.3% | +47.4% | -61.6% | -29.2% |
| 5Y | +5.1% | +50.8% | -45.7% | -15.7% |
| 10Y | +105.6% | -5.1% | +110.6% | +86.4% |
| All | +337.2% | +214.2% | +123.0% | +123.2% |
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