+99.4%
XBI vs ALNY
+23.4%
+76.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.6% | -6.5% | +1.9% | -3.2% |
| 30D | -2.0% | +11.0% | -13.0% | -4.3% |
| 3M | +17.8% | -14.1% | +31.9% | +19.7% |
| 6M | +23.7% | -22.4% | +46.1% | +29.0% |
| YTD | +28.2% | -37.5% | +65.7% | +40.9% |
| 1Y | +64.0% | -46.9% | +110.9% | +87.0% |
| 3Y | +99.4% | +22.1% | +77.3% | +77.2% |
| All | +99.4% | +23.4% | +76.0% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling