+91.7%
NVS vs BUD
+44.7%
+47.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | -15.4% | -1.3% | -14.1% | -15.0% |
| 30D | -12.3% | -6.1% | -6.2% | -10.7% |
| 3M | -7.8% | -3.8% | -4.1% | -6.9% |
| 6M | -13.0% | +8.2% | -21.1% | -15.1% |
| YTD | +2.8% | +23.6% | -20.8% | -3.3% |
| 1Y | +10.6% | +33.4% | -22.8% | +1.9% |
| 3Y | +55.1% | +45.3% | +9.7% | +38.5% |
| 5Y | +91.7% | +44.3% | +47.4% | +67.2% |
| All | +91.7% | +44.7% | +47.0% | +67.2% |
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