-98.2%
BIYA vs EXEL
+92.4%
-190.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | -4.0% | +9.8% | -13.8% | -5.4% |
| 30D | -15.0% | +23.6% | -38.6% | -17.7% |
| 3M | -58.1% | +29.9% | -88.0% | -59.7% |
| 6M | -90.0% | +64.7% | -154.7% | -90.3% |
| YTD | -96.9% | +66.0% | -162.9% | -97.0% |
| 1Y | -98.2% | +92.0% | -190.2% | -98.3% |
| All | -98.2% | +92.4% | -190.6% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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