+19.9%
XBI vs BX
+17.9%
+2.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.4% |
| 7D | -4.6% | -5.6% | +1.0% | -2.4% |
| 30D | -2.0% | -12.2% | +10.2% | +3.3% |
| 3M | +17.8% | +7.4% | +10.4% | +13.3% |
| 6M | +23.7% | +22.2% | +1.6% | +11.9% |
| YTD | +28.2% | -14.0% | +42.2% | +33.9% |
| 1Y | +64.0% | -27.3% | +91.3% | +83.8% |
| 3Y | +99.4% | +24.5% | +74.9% | +67.0% |
| All | +19.9% | +17.9% | +2.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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