+906.3%
XBI vs BBY
+240.4%
+665.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.3% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | -2.0% | +9.4% | -11.4% | -4.7% |
| 3M | +17.8% | +19.3% | -1.5% | +11.4% |
| 6M | +23.7% | +47.9% | -24.2% | +9.1% |
| YTD | +28.2% | +39.6% | -11.3% | +14.3% |
| 1Y | +64.0% | +22.2% | +41.8% | +51.4% |
| 3Y | +99.4% | +45.0% | +54.4% | +69.3% |
| 5Y | +19.3% | +2.6% | +16.8% | +9.6% |
| 10Y | +158.7% | +250.5% | -91.8% | +59.7% |
| All | +906.3% | +240.4% | +665.9% | +417.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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