+123.4%
ILMN vs BIYA
-98.3%
+221.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.6% |
| 7D | +1.2% | +1.3% | -0.1% | +1.2% |
| 30D | +9.2% | -21.0% | +30.2% | +8.6% |
| 3M | +29.8% | -74.3% | +104.2% | +30.3% |
| 6M | +69.2% | -84.6% | +153.8% | +71.4% |
| YTD | +66.4% | -94.2% | +160.5% | +66.0% |
| 1Y | +123.4% | -98.2% | +221.6% | +126.5% |
| All | +123.4% | -98.3% | +221.7% | +126.5% |
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 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