+755.3%
SYK vs BUD
+192.2%
+563.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -11.8% | -1.3% | -10.5% | -11.3% |
| 30D | -20.4% | -6.1% | -14.2% | -18.5% |
| 3M | -12.1% | -3.8% | -8.3% | -10.9% |
| 6M | -24.3% | +8.2% | -32.5% | -26.9% |
| YTD | -21.2% | +23.6% | -44.8% | -27.9% |
| 1Y | -29.2% | +33.4% | -62.6% | -37.1% |
| 3Y | -2.1% | +45.3% | -47.4% | -17.7% |
| 5Y | +4.7% | +44.3% | -39.5% | -13.2% |
| 10Y | +178.2% | -22.8% | +201.0% | +173.2% |
| All | +755.3% | +192.2% | +563.1% | +391.4% |
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 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