+19.9%
XBI vs ALNY
+30.5%
-10.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 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% | +43.4% |
| 1Y | +64.0% | -46.9% | +110.9% | +91.9% |
| 3Y | +99.4% | +22.1% | +77.3% | +71.7% |
| All | +19.9% | +30.5% | -10.6% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling