+720.5%
CAH vs IBB
+560.8%
+159.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +5.4% | +1.4% | +4.0% | +4.7% |
| 30D | +3.3% | +10.5% | -7.2% | -1.3% |
| 3M | +22.8% | +23.6% | -0.8% | +11.3% |
| 6M | +11.3% | +22.6% | -11.4% | +0.9% |
| YTD | +21.1% | +25.7% | -4.5% | +8.4% |
| 1Y | +67.2% | +51.4% | +15.9% | +37.3% |
| 3Y | +195.6% | +64.4% | +131.3% | +129.4% |
| 5Y | +413.8% | +22.1% | +391.7% | +348.4% |
| 10Y | +309.6% | +132.5% | +177.1% | +159.0% |
| All | +720.5% | +560.8% | +159.7% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling