+12.3%
BMY vs ADVB
-95.9%
+108.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +42.7% | -43.6% | -1.2% |
| 7D | -1.3% | +74.2% | -75.5% | -1.7% |
| 30D | +10.0% | -35.9% | +45.8% | +10.4% |
| 3M | -1.2% | -56.4% | +55.3% | -0.5% |
| 6M | +12.8% | -36.7% | +49.5% | +11.8% |
| YTD | +20.7% | -43.3% | +64.0% | +19.1% |
| 1Y | +32.6% | -63.4% | +96.0% | +33.5% |
| All | +12.3% | -95.9% | +108.2% | +21.0% |
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