+401.3%
CAH vs IBB
+20.0%
+381.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.2% |
| 7D | +0.5% | -1.7% | +2.1% | +0.9% |
| 30D | +1.7% | +4.9% | -3.1% | +0.5% |
| 3M | +17.9% | +24.2% | -6.4% | +11.4% |
| 6M | +10.9% | +23.8% | -12.9% | +4.7% |
| YTD | +17.9% | +23.0% | -5.1% | +11.3% |
| 1Y | +61.7% | +46.2% | +15.5% | +45.6% |
| 3Y | +183.7% | +64.8% | +118.9% | +144.2% |
| 5Y | +401.3% | +20.9% | +380.4% | +346.0% |
| All | +401.3% | +20.0% | +381.3% | +346.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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