+906.3%
XBI vs BDX
+425.2%
+481.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -4.6% | -3.2% | -1.5% | -2.9% |
| 30D | -2.0% | -2.5% | +0.5% | -0.6% |
| 3M | +17.8% | +21.4% | -3.6% | +4.7% |
| 6M | +23.7% | +10.4% | +13.3% | +15.6% |
| YTD | +28.2% | +18.8% | +9.4% | +14.1% |
| 1Y | +64.0% | +21.7% | +42.3% | +43.5% |
| 3Y | +99.4% | -10.0% | +109.4% | +102.2% |
| 5Y | +19.3% | -1.8% | +21.1% | +12.3% |
| 10Y | +158.7% | +58.8% | +99.9% | +59.1% |
| All | +906.3% | +425.2% | +481.1% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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