Beta is calculated based on equal weighted daily returns over the last two years. The Beta Calculation Method Editor allows you to change the default two-year period relatively from the current date, or using a specified date range that contains a minimum 30-day period.
To open the Beta Calculation Method Editor
From the Risk Navigator Edit menu select Edit Beta Calculation Method.
To change the time period relative to today, select Custom Horizon and then choose the number or units and the unit (years, months or days).
To change the time period to use a specific date range, select Date Interval and then define the Start and End dates.
