-99.9%
BIYA vs EXEL
+91.2%
-191.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.1% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | -35.5% | +17.9% | -53.4% | -36.5% |
| 3M | -56.3% | +33.3% | -89.6% | -57.5% |
| 6M | -88.7% | +46.6% | -135.2% | -89.0% |
| YTD | -97.0% | +61.0% | -158.0% | -97.0% |
| 1Y | -98.7% | +70.4% | -169.1% | -98.7% |
| All | -99.9% | +91.2% | -191.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling