+94.2%
AVGO vs BIYA
-99.8%
+193.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.3% | +2.7% | -3.0% | -0.3% |
| 30D | -13.8% | -18.7% | +4.9% | -13.8% |
| 3M | -6.9% | -72.0% | +65.1% | -7.2% |
| 6M | +11.9% | -86.4% | +98.3% | +12.1% |
| YTD | +6.9% | -94.2% | +101.0% | +9.1% |
| 1Y | +7.4% | -98.4% | +105.8% | +13.3% |
| All | +94.2% | -99.8% | +193.9% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling