+68.5%
BIIB vs ADVB
-97.5%
+166.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +1.8% |
| 7D | -2.1% | -13.9% | +11.8% | -2.1% |
| 30D | +11.8% | -68.1% | +79.9% | +11.6% |
| 3M | +20.4% | -73.4% | +93.8% | +20.2% |
| 6M | +30.2% | -70.8% | +101.0% | +30.6% |
| YTD | +41.1% | -66.1% | +107.2% | +39.8% |
| 1Y | +58.4% | -77.5% | +135.9% | +58.7% |
| All | +68.5% | -97.5% | +166.0% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling