+22.3%
BDX vs ADVB
-3.0%
+25.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.3% |
| 7D | -4.1% | -13.0% | +8.9% | -4.2% |
| 30D | +0.1% | +7.5% | -7.4% | +0.2% |
| 3M | +18.3% | +129.1% | -110.9% | +18.3% |
| 6M | +10.1% | +71.7% | -61.6% | +11.0% |
| YTD | +19.4% | +45.5% | -26.1% | +21.1% |
| 1Y | +22.3% | -2.7% | +25.1% | +24.4% |
| All | +22.3% | -3.0% | +25.3% | +24.4% |
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