+149.7%
XBI vs ABT
+201.3%
-51.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -4.6% | -5.9% | +1.2% | -1.5% |
| 30D | -2.0% | -8.1% | +6.1% | +2.5% |
| 3M | +17.8% | +14.5% | +3.3% | +7.9% |
| 6M | +23.7% | -6.3% | +30.0% | +26.7% |
| YTD | +28.2% | -17.1% | +45.3% | +40.0% |
| 1Y | +64.0% | -21.4% | +85.3% | +84.2% |
| 3Y | +99.4% | +5.9% | +93.5% | +80.6% |
| 5Y | +19.3% | -12.8% | +32.1% | +21.5% |
| All | +149.7% | +201.3% | -51.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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