+869.9%
XBI vs ALK
+442.0%
+427.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | 0.0% |
| 7D | -1.1% | -1.2% | +0.1% | -0.8% |
| 30D | +2.6% | +7.7% | -5.1% | +0.3% |
| 3M | -4.0% | -19.0% | +15.0% | +0.8% |
| 6M | +10.9% | -0.2% | +11.1% | +9.2% |
| YTD | +23.6% | -23.5% | +47.1% | +28.9% |
| 1Y | +35.1% | -9.1% | +44.2% | +34.2% |
| 3Y | +125.2% | +12.0% | +113.2% | +101.7% |
| 5Y | +19.7% | -30.9% | +50.6% | +20.8% |
| 10Y | +130.6% | -45.6% | +176.1% | +123.9% |
| All | +869.9% | +442.0% | +427.9% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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