+72.9%
BIIB vs ADVB
-97.4%
+170.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.6% |
| 7D | +2.4% | -1.2% | +3.6% | +2.3% |
| 30D | +12.9% | -61.4% | +74.3% | +12.8% |
| 3M | +22.6% | -67.8% | +90.4% | +22.4% |
| 6M | +31.7% | -66.9% | +98.6% | +31.8% |
| YTD | +44.8% | -64.9% | +109.7% | +43.5% |
| 1Y | +63.9% | -74.8% | +138.6% | +63.8% |
| All | +72.9% | -97.4% | +170.4% | +92.9% |
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