+880.6%
XBI vs AXP
+737.4%
+143.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +1.3% | +5.8% | -4.5% | -0.9% |
| 3M | -1.5% | -6.0% | +4.5% | +0.7% |
| 6M | +10.7% | +0.3% | +10.4% | +10.1% |
| YTD | +25.0% | -12.3% | +37.2% | +30.0% |
| 1Y | +39.9% | -11.2% | +51.1% | +44.8% |
| 3Y | +119.2% | +117.0% | +2.2% | +59.7% |
| 5Y | +16.6% | +93.2% | -76.5% | -12.3% |
| 10Y | +181.3% | +461.2% | -279.9% | +35.4% |
| All | +880.6% | +737.4% | +143.2% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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