-11.3%
FFIV vs BIYA
-88.8%
+77.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +2.2% |
| 7D | -2.1% | -7.8% | +5.7% | -2.0% |
| 30D | -33.8% | -38.5% | +4.7% | -33.4% |
| 3M | -20.6% | -59.5% | +38.9% | -19.8% |
| All | -11.3% | -88.8% | +77.4% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling