+93.9%
ILMN vs BIYA
-98.4%
+192.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -5.0% |
| 7D | -21.6% | -4.0% | -17.5% | -21.6% |
| 30D | -22.9% | -15.0% | -7.9% | -22.7% |
| 3M | +11.6% | -58.1% | +69.7% | +10.1% |
| 6M | +62.5% | -90.0% | +152.5% | +61.8% |
| YTD | +72.7% | -96.9% | +169.6% | +70.3% |
| 1Y | +93.9% | -98.2% | +192.1% | +90.7% |
| All | +93.9% | -98.4% | +192.2% | +90.7% |
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