+42.1%
DGX vs BIYA
-99.8%
+141.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -3.5% | -1.3% | -2.1% | -3.5% |
| 30D | -2.7% | -15.9% | +13.2% | -2.7% |
| 3M | +13.9% | -81.2% | +95.1% | +13.7% |
| 6M | +16.0% | -88.2% | +104.3% | +15.4% |
| YTD | +34.9% | -94.1% | +129.1% | +34.1% |
| 1Y | +30.6% | -98.7% | +129.2% | +27.9% |
| All | +42.1% | -99.8% | +141.8% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling