+38.9%
QCOM vs XBI
+21.6%
+17.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | +4.4% | -3.6% | +8.0% | +6.3% |
| 30D | +9.4% | +0.9% | +8.5% | +8.5% |
| 3M | -13.7% | +21.4% | -35.1% | -22.4% |
| 6M | +28.9% | +25.5% | +3.4% | +13.3% |
| YTD | +4.7% | +30.8% | -26.1% | -10.2% |
| 1Y | +13.5% | +68.6% | -55.1% | -15.1% |
| 3Y | +77.1% | +103.9% | -26.8% | +18.0% |
| 5Y | +38.9% | +20.8% | +18.1% | +7.6% |
| All | +38.9% | +21.6% | +17.3% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling