+11.9%
NVS vs BUD
+33.5%
-21.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -15.7% | -3.2% | -12.5% | -14.6% |
| 30D | -11.1% | -3.7% | -7.4% | -9.8% |
| 3M | -7.2% | -4.4% | -2.7% | -5.9% |
| 6M | -12.3% | +7.7% | -20.1% | -15.4% |
| YTD | +2.8% | +23.1% | -20.3% | -4.2% |
| 1Y | +11.9% | +33.6% | -21.7% | +3.5% |
| All | +11.9% | +33.5% | -21.6% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling