+943.2%
XBI vs BB
-66.5%
+1,009.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.4% | -1.6% |
| 7D | -0.9% | +0.5% | -1.4% | -1.0% |
| 30D | +2.9% | -12.4% | +15.3% | +5.2% |
| 3M | +26.2% | -15.3% | +41.5% | +28.5% |
| 6M | +30.7% | +128.8% | -98.1% | +8.5% |
| YTD | +32.9% | +107.7% | -74.7% | +12.2% |
| 1Y | +72.3% | +103.9% | -31.6% | +44.8% |
| 3Y | +107.2% | +72.6% | +34.6% | +69.9% |
| 5Y | +23.2% | -24.3% | +47.4% | +14.5% |
| 10Y | +158.5% | +3.1% | +155.4% | +91.6% |
| All | +943.2% | -66.5% | +1,009.7% | +688.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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