+149.7%
XBI vs ALNY
+260.0%
-110.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.6% | -6.5% | +1.9% | -2.8% |
| 30D | -2.0% | +11.0% | -13.0% | -5.1% |
| 3M | +17.8% | -14.1% | +31.9% | +20.1% |
| 6M | +23.7% | -22.4% | +46.1% | +29.9% |
| YTD | +28.2% | -37.5% | +65.7% | +43.3% |
| 1Y | +64.0% | -46.9% | +110.9% | +91.6% |
| 3Y | +99.4% | +22.1% | +77.3% | +72.4% |
| 5Y | +19.3% | +31.2% | -11.9% | -3.8% |
| All | +149.7% | +260.0% | -110.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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