+44.8%
DGX vs BIYA
-99.8%
+144.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +2.7% | -3.0% | -0.3% |
| 30D | -1.2% | -18.7% | +17.5% | -1.2% |
| 3M | +19.9% | -72.0% | +91.9% | +19.9% |
| 6M | +19.2% | -86.4% | +105.6% | +18.9% |
| YTD | +37.5% | -94.2% | +131.6% | +36.6% |
| 1Y | +31.3% | -98.4% | +129.7% | +28.8% |
| All | +44.8% | -99.8% | +144.5% | +41.1% |
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 1990-01-01 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling