+136.2%
ILMN vs BIYA
-99.9%
+236.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +9.0% | -11.9% | -2.7% |
| 30D | -23.8% | -12.9% | -10.9% | -24.0% |
| 3M | +7.5% | -54.7% | +62.1% | +6.5% |
| 6M | +42.8% | -85.1% | +127.8% | +43.5% |
| YTD | +57.8% | -96.9% | +154.7% | +57.8% |
| 1Y | +72.6% | -98.5% | +171.1% | +73.1% |
| All | +136.2% | -99.9% | +236.0% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling