+943.2%
XBI vs ARWR
+73.7%
+869.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -0.9% | +2.9% | -3.8% | -1.3% |
| 30D | +2.9% | -2.9% | +5.8% | +3.4% |
| 3M | +26.2% | +15.2% | +11.0% | +23.2% |
| 6M | +30.7% | +42.3% | -11.6% | +23.5% |
| YTD | +32.9% | +28.2% | +4.7% | +27.1% |
| 1Y | +72.3% | +213.2% | -141.0% | +43.3% |
| 3Y | +107.2% | +184.6% | -77.5% | +67.1% |
| 5Y | +23.2% | +29.2% | -6.1% | +8.3% |
| 10Y | +158.5% | +1,012.5% | -854.0% | +64.1% |
| All | +943.2% | +73.7% | +869.5% | +564.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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