-51.4%
ILMN vs BUD
+46.3%
-97.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +9.2% | -5.7% | +14.9% | +11.8% |
| 3M | +29.8% | +3.1% | +26.7% | +27.8% |
| 6M | +69.2% | +7.9% | +61.3% | +62.4% |
| YTD | +66.4% | +27.3% | +39.0% | +47.6% |
| 1Y | +123.4% | +37.8% | +85.6% | +90.5% |
| 3Y | +33.2% | +49.8% | -16.7% | +6.4% |
| All | -51.4% | +46.3% | -97.7% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling