+943.2%
XBI vs ABT
+732.8%
+210.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | +0.5% |
| 7D | -0.9% | -3.1% | +2.2% | +1.1% |
| 30D | +2.9% | -2.1% | +5.0% | +4.2% |
| 3M | +26.2% | +17.4% | +8.8% | +12.4% |
| 6M | +30.7% | -2.4% | +33.1% | +30.3% |
| YTD | +32.9% | -14.2% | +47.2% | +42.9% |
| 1Y | +72.3% | -18.3% | +90.6% | +90.5% |
| 3Y | +107.2% | +11.5% | +95.7% | +80.1% |
| 5Y | +23.2% | -9.9% | +33.1% | +22.9% |
| 10Y | +158.5% | +204.4% | -45.8% | +2.4% |
| All | +943.2% | +732.8% | +210.4% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling