+140.8%
ILMN vs BIYA
-99.8%
+240.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.9% | +2.7% | -0.8% | +1.9% |
| 30D | +12.3% | -18.7% | +31.0% | +11.9% |
| 3M | +33.5% | -72.0% | +105.6% | +34.2% |
| 6M | +69.4% | -86.4% | +155.7% | +71.0% |
| YTD | +60.9% | -94.2% | +155.1% | +61.8% |
| 1Y | +115.0% | -98.4% | +213.4% | +117.6% |
| All | +140.8% | -99.8% | +240.5% | +139.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling