+52.3%
BDX vs ADVB
-76.7%
+129.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.5% | +10.1% | +5.5% |
| 7D | +7.2% | -29.5% | +36.7% | +6.8% |
| 30D | +15.8% | -66.9% | +82.7% | +14.6% |
| 3M | +23.7% | -73.7% | +97.4% | +22.2% |
| 6M | +44.8% | -64.8% | +109.6% | +44.4% |
| YTD | +39.8% | -64.0% | +103.8% | +41.3% |
| 1Y | +52.3% | -77.0% | +129.3% | +59.8% |
| All | +52.3% | -76.7% | +129.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling