+2,080.1%
LLY vs XBI
+129.6%
+1,950.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +6.7% | -1.1% | +7.8% | +7.1% |
| 30D | +19.6% | +2.6% | +17.0% | +18.5% |
| 3M | +19.7% | -4.0% | +23.7% | +20.9% |
| 6M | +42.7% | +10.9% | +31.8% | +37.6% |
| YTD | +35.1% | +23.6% | +11.5% | +26.0% |
| 1Y | +42.2% | +35.1% | +7.1% | +29.0% |
| 3Y | +140.8% | +125.2% | +15.6% | +87.1% |
| 5Y | +480.6% | +19.7% | +460.8% | +425.1% |
| All | +2,080.1% | +129.6% | +1,950.5% | +1,387.0% |
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