+955.3%
XBI vs AXP
+748.3%
+207.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +0.9% | -2.1% | +3.0% | +1.7% |
| 30D | +7.1% | -6.5% | +13.6% | +9.8% |
| 3M | +22.9% | +4.6% | +18.3% | +20.5% |
| 6M | +29.7% | +5.4% | +24.3% | +26.8% |
| YTD | +34.5% | -11.1% | +45.6% | +39.4% |
| 1Y | +76.1% | -0.3% | +76.4% | +74.2% |
| 3Y | +103.2% | +111.6% | -8.4% | +49.4% |
| 5Y | +22.8% | +117.6% | -94.7% | -11.7% |
| 10Y | +176.3% | +474.1% | -297.8% | +31.9% |
| All | +955.3% | +748.3% | +207.1% | +273.5% |
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