+142.9%
ILMN vs BIYA
-99.9%
+242.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -0.9% |
| 7D | -6.0% | +2.5% | -8.5% | -6.0% |
| 30D | -23.0% | -22.3% | -0.7% | -23.4% |
| 3M | +10.4% | -54.8% | +65.2% | +9.4% |
| 6M | +49.4% | -86.5% | +135.9% | +50.0% |
| YTD | +62.3% | -96.8% | +159.2% | +62.3% |
| 1Y | +73.7% | -98.6% | +172.3% | +74.3% |
| All | +142.9% | -99.9% | +242.8% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling