+19.9%
XBI vs BN
+33.2%
-13.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -4.6% | -5.2% | +0.5% | -1.9% |
| 30D | -2.0% | -14.5% | +12.5% | +6.4% |
| 3M | +17.8% | -15.0% | +32.8% | +27.9% |
| 6M | +23.7% | -5.4% | +29.1% | +26.4% |
| YTD | +28.2% | -16.4% | +44.7% | +38.7% |
| 1Y | +64.0% | -16.2% | +80.2% | +76.4% |
| 3Y | +99.4% | +67.5% | +31.9% | +37.0% |
| All | +19.9% | +33.2% | -13.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling