+138.1%
ILMN vs BUD
+51.8%
+86.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | -9.8% | +6.0% | -15.8% | -11.0% |
| 30D | -22.7% | +11.3% | -34.0% | -25.2% |
| 3M | +12.1% | +3.6% | +8.5% | +10.7% |
| 6M | +51.5% | +7.7% | +43.8% | +47.5% |
| YTD | +63.9% | +36.4% | +27.5% | +46.5% |
| 1Y | +76.6% | +37.8% | +38.7% | +57.0% |
| All | +138.1% | +51.8% | +86.3% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling