+910.3%
XBI vs BAX
+80.6%
+829.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -4.6% | -5.4% | +0.8% | -2.3% |
| 30D | -0.8% | -12.4% | +11.6% | +4.8% |
| 3M | +21.8% | +19.1% | +2.7% | +11.6% |
| 6M | +23.2% | +38.6% | -15.4% | +4.8% |
| YTD | +28.7% | +26.7% | +2.0% | +11.7% |
| 1Y | +67.8% | +1.0% | +66.7% | +59.6% |
| 3Y | +100.6% | -33.9% | +134.5% | +121.3% |
| 5Y | +19.8% | -67.0% | +86.9% | +84.8% |
| 10Y | +159.7% | -37.5% | +197.2% | +159.9% |
| All | +910.3% | +80.6% | +829.7% | +476.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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