+92.7%
LLY vs XBI
+103.0%
-10.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | -3.1% | -3.6% | +0.5% | -1.5% |
| 30D | -8.6% | +0.9% | -9.5% | -9.0% |
| 3M | -1.6% | +21.4% | -23.1% | -9.6% |
| 6M | +11.8% | +25.5% | -13.7% | +1.0% |
| YTD | +5.1% | +30.8% | -25.7% | -6.7% |
| 1Y | +50.7% | +68.6% | -17.9% | +20.3% |
| All | +92.7% | +103.0% | -10.3% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling