+467.4%
DGX vs BUD
+201.1%
+266.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | +0.6% | -5.7% | +6.2% | +1.9% |
| 3M | +21.4% | +3.1% | +18.3% | +20.3% |
| 6M | +14.7% | +7.9% | +6.8% | +12.1% |
| YTD | +38.4% | +27.3% | +11.1% | +29.8% |
| 1Y | +34.0% | +37.8% | -3.8% | +23.1% |
| 3Y | +92.7% | +49.8% | +42.8% | +71.7% |
| 5Y | +67.7% | +43.8% | +23.9% | +48.7% |
| 10Y | +248.0% | -22.6% | +270.6% | +245.4% |
| All | +467.4% | +201.1% | +266.3% | +297.4% |
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