+1,549.9%
LLY vs XBI
+160.4%
+1,389.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -2.9% | -4.6% | +1.7% | -1.5% |
| 30D | -8.4% | -2.0% | -6.4% | -7.9% |
| 3M | -3.8% | +17.8% | -21.5% | -8.7% |
| 6M | +11.9% | +23.7% | -11.8% | +4.4% |
| YTD | +4.3% | +28.2% | -23.9% | -3.7% |
| 1Y | +48.5% | +64.0% | -15.5% | +27.1% |
| 3Y | +91.2% | +99.4% | -8.2% | +53.1% |
| 5Y | +387.5% | +19.3% | +368.1% | +341.5% |
| All | +1,549.9% | +160.4% | +1,389.5% | +978.2% |
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