+269.4%
TEVA vs BUD
+44.9%
+224.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +2.0% | -2.6% | +4.6% | +2.8% |
| 30D | +1.0% | -1.2% | +2.2% | +1.3% |
| 3M | +7.3% | -4.9% | +12.2% | +8.8% |
| 6M | +21.7% | +9.3% | +12.5% | +17.4% |
| YTD | +18.8% | +24.0% | -5.1% | +9.5% |
| 1Y | +86.5% | +34.5% | +51.9% | +67.0% |
| 3Y | +269.4% | +43.7% | +225.8% | +215.1% |
| All | +269.4% | +44.9% | +224.5% | +215.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling