+45.4%
GILD vs ADVB
-76.7%
+122.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.2% |
| 7D | +9.6% | -29.5% | +39.1% | +9.4% |
| 30D | +20.6% | -66.9% | +87.5% | +20.4% |
| 3M | +29.7% | -73.7% | +103.4% | +29.5% |
| 6M | +33.1% | -64.8% | +97.9% | +32.9% |
| YTD | +44.7% | -64.0% | +108.8% | +44.3% |
| 1Y | +45.4% | -77.0% | +122.3% | +50.4% |
| All | +45.4% | -76.7% | +122.0% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling