+372.8%
BSX vs BUD
+201.1%
+171.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.0% | +0.3% | +1.8% | +1.9% |
| 30D | +0.1% | -5.7% | +5.8% | +2.2% |
| 3M | -2.1% | +3.1% | -5.3% | -3.6% |
| 6M | -33.8% | +7.9% | -41.7% | -36.4% |
| YTD | -49.9% | +27.3% | -77.2% | -55.0% |
| 1Y | -55.4% | +37.8% | -93.3% | -61.3% |
| 3Y | -10.9% | +49.8% | -60.7% | -27.2% |
| 5Y | +6.4% | +43.8% | -37.4% | -13.4% |
| 10Y | +97.0% | -22.6% | +119.7% | +95.1% |
| All | +372.8% | +201.1% | +171.7% | +145.4% |
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