+148.9%
ILMN vs BIYA
-99.8%
+248.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +29.8% | -74.3% | +104.2% | +30.4% |
| 6M | +69.2% | -84.6% | +153.8% | +70.9% |
| YTD | +66.4% | -94.2% | +160.5% | +67.3% |
| 1Y | +123.4% | -98.2% | +221.6% | +125.9% |
| All | +148.9% | -99.8% | +248.7% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling