+474.5%
ILMN vs BUD
+214.6%
+259.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +3.0% |
| 7D | -9.7% | +4.5% | -14.1% | -11.6% |
| 30D | -20.4% | +12.5% | -32.9% | -24.7% |
| 3M | +10.0% | 0.0% | +10.0% | +9.0% |
| 6M | +49.5% | +3.8% | +45.7% | +45.4% |
| YTD | +62.5% | +33.1% | +29.4% | +41.9% |
| 1Y | +76.0% | +35.5% | +40.5% | +52.4% |
| 3Y | +94.2% | +49.4% | +44.8% | +59.0% |
| 5Y | -46.3% | +48.0% | -94.4% | -56.3% |
| 10Y | +62.7% | -8.6% | +71.3% | +50.2% |
| All | +474.5% | +214.6% | +259.8% | +212.6% |
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