+92.0%
ASML vs BIYA
-99.9%
+191.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.6% | -1.8% | -9.4% |
| 7D | -19.0% | -10.6% | -8.5% | -19.1% |
| 30D | -25.9% | -19.4% | -6.5% | -25.9% |
| 3M | -19.1% | -61.5% | +42.5% | -19.3% |
| 6M | -5.7% | -91.5% | +85.8% | -6.2% |
| YTD | +27.6% | -97.2% | +124.7% | +29.0% |
| 1Y | +30.8% | -98.4% | +129.2% | +32.9% |
| All | +92.0% | -99.9% | +191.9% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 all: compounded portfolio wealth divided by compounded BIYA 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…
all analysis · Full analysis span regression · 6 months rolling