+12.0%
BMY vs ADVB
-97.4%
+109.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | +5.1% | -61.4% | +66.5% | +5.9% |
| 3M | -3.0% | -67.8% | +64.8% | -2.2% |
| 6M | +13.1% | -66.9% | +79.9% | +12.8% |
| YTD | +20.3% | -64.9% | +85.2% | +19.1% |
| 1Y | +39.0% | -74.8% | +113.8% | +39.7% |
| All | +12.0% | -97.4% | +109.4% | +21.1% |
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