-98.2%
BIYA vs CGNX
+42.4%
-140.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.4% |
| 7D | +1.3% | +3.0% | -1.6% | +1.7% |
| 30D | -21.0% | -11.8% | -9.1% | -22.4% |
| 3M | -74.3% | -3.6% | -70.7% | -73.2% |
| 6M | -84.6% | +17.4% | -102.0% | -83.4% |
| YTD | -94.2% | +73.7% | -167.9% | -93.9% |
| 1Y | -98.2% | +41.5% | -139.8% | -98.0% |
| All | -98.2% | +42.4% | -140.6% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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