+40.1%
GILD vs BIYA
-98.3%
+138.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.6% | +3.6% | -3.9% |
| 7D | +1.2% | -10.6% | +11.8% | +1.3% |
| 30D | +16.2% | -19.4% | +35.6% | +16.2% |
| 3M | +27.9% | -61.5% | +89.4% | +28.6% |
| 6M | +27.1% | -91.5% | +118.6% | +27.2% |
| YTD | +39.0% | -97.2% | +136.1% | +39.9% |
| 1Y | +40.1% | -98.4% | +138.5% | +41.7% |
| All | +40.1% | -98.3% | +138.4% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling