+87.1%
CSCO vs BIYA
-99.8%
+186.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +2.7% | -3.2% | -0.5% |
| 30D | -10.1% | -18.7% | +8.6% | -10.0% |
| 3M | -11.7% | -72.0% | +60.3% | -11.7% |
| 6M | +40.1% | -86.4% | +126.5% | +39.9% |
| YTD | +43.8% | -94.2% | +138.0% | +44.3% |
| 1Y | +66.6% | -98.4% | +165.0% | +70.2% |
| All | +87.1% | -99.8% | +186.9% | +93.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling