-99.8%
BIYA vs EXEL
+58.0%
-157.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.6% |
| 7D | +2.7% | -0.3% | +3.1% | +2.8% |
| 30D | -16.7% | +10.1% | -26.8% | -17.5% |
| 3M | -74.6% | +10.1% | -84.7% | -74.8% |
| 6M | -85.4% | +37.7% | -123.1% | -85.5% |
| YTD | -94.2% | +33.1% | -127.3% | -94.2% |
| 1Y | -98.6% | +52.4% | -150.9% | -98.6% |
| All | -99.8% | +58.0% | -157.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling