+192.5%
JNJ vs XBI
+160.4%
+32.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.5% | -4.6% | +1.1% | -2.7% |
| 30D | +2.3% | -2.0% | +4.3% | +2.6% |
| 3M | +12.0% | +17.8% | -5.8% | +8.8% |
| 6M | +10.5% | +23.7% | -13.2% | +6.1% |
| YTD | +30.4% | +28.2% | +2.2% | +24.4% |
| 1Y | +52.1% | +64.0% | -11.8% | +38.9% |
| 3Y | +77.8% | +99.4% | -21.6% | +55.0% |
| 5Y | +82.9% | +19.3% | +63.6% | +73.0% |
| All | +192.5% | +160.4% | +32.1% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 10y: compounded portfolio wealth divided by compounded XBI 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…
10y analysis · Full analysis span regression · 6 months rolling