+63.4%
LLY vs BIYA
-99.9%
+163.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -4.5% | -10.5% | +6.0% | -4.4% |
| 30D | +13.9% | -51.7% | +65.6% | +14.3% |
| 3M | +13.8% | -60.8% | +74.5% | +14.0% |
| 6M | +37.6% | -90.6% | +128.2% | +38.4% |
| YTD | +26.6% | -97.1% | +123.7% | +27.8% |
| 1Y | +45.3% | -99.1% | +144.4% | +49.7% |
| All | +63.4% | -99.9% | +163.3% | +66.0% |
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