+44.2%
BIIB vs ADVB
-88.8%
+133.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -3.8% |
| 7D | -1.6% | -14.0% | +12.3% | -1.6% |
| 30D | +2.2% | +41.0% | -38.8% | +2.2% |
| 3M | +10.3% | +127.9% | -117.6% | +9.2% |
| 6M | +14.9% | +101.3% | -86.4% | +13.1% |
| YTD | +20.7% | +53.8% | -33.0% | +19.8% |
| 1Y | +50.3% | +4.4% | +45.9% | +49.7% |
| All | +44.2% | -88.8% | +133.0% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling