+3,623.6%
LLY vs XBI
+950.0%
+2,673.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | -1.6% | +7.1% | -8.7% | -4.1% |
| 3M | +2.3% | +22.9% | -20.6% | -5.3% |
| 6M | +14.9% | +29.7% | -14.8% | +4.1% |
| YTD | +7.5% | +34.5% | -27.0% | -3.9% |
| 1Y | +55.7% | +76.1% | -20.4% | +26.2% |
| 3Y | +110.6% | +103.2% | +7.4% | +59.9% |
| 5Y | +363.4% | +22.8% | +340.6% | +304.6% |
| 10Y | +1,649.0% | +176.3% | +1,472.7% | +915.9% |
| All | +3,623.6% | +950.0% | +2,673.6% | +779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling