-9.6%
TEVA vs BUD
+192.2%
-201.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +2.0% | -6.1% | +8.1% | +4.3% |
| 3M | +7.0% | -3.8% | +10.7% | +8.3% |
| 6M | +17.0% | +8.2% | +8.8% | +12.7% |
| YTD | +18.1% | +23.6% | -5.5% | +7.8% |
| 1Y | +87.2% | +33.4% | +53.8% | +65.8% |
| 3Y | +283.1% | +45.3% | +237.7% | +223.4% |
| 5Y | +298.4% | +44.3% | +254.1% | +232.7% |
| 10Y | -23.4% | -22.8% | -0.7% | -27.7% |
| All | -9.6% | +192.2% | -201.8% | -40.2% |
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 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