+74.4%
LLY vs BIYA
-99.9%
+174.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.7% | +9.0% | -2.3% | +6.7% |
| 30D | +19.6% | -12.9% | +32.5% | +19.6% |
| 3M | +19.7% | -54.7% | +74.4% | +19.9% |
| 6M | +42.7% | -85.1% | +127.8% | +43.1% |
| YTD | +35.1% | -96.9% | +132.0% | +36.4% |
| 1Y | +42.2% | -98.5% | +140.7% | +45.3% |
| All | +74.4% | -99.9% | +174.3% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling