+338.6%
BSX vs BUD
+217.8%
+120.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +3.7% | +1.0% | +2.7% | +3.3% |
| 30D | +3.1% | +6.7% | -3.6% | +0.7% |
| 3M | -14.2% | +5.7% | -19.9% | -16.1% |
| 6M | -16.4% | +5.8% | -22.2% | -18.6% |
| YTD | -53.5% | +34.4% | -87.9% | -59.1% |
| 1Y | -57.8% | +33.3% | -91.0% | -62.8% |
| 3Y | -17.4% | +48.8% | -66.3% | -32.1% |
| 5Y | +5.4% | +52.5% | -47.1% | -15.8% |
| 10Y | +106.2% | -4.0% | +110.2% | +86.2% |
| All | +338.6% | +217.8% | +120.8% | +123.0% |
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