+149.7%
XBI vs CIEN
+1,531.8%
-1,382.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.5% |
| 7D | -4.6% | +8.9% | -13.5% | -6.7% |
| 30D | -2.0% | -19.1% | +17.1% | +2.7% |
| 3M | +17.8% | -21.5% | +39.3% | +22.8% |
| 6M | +23.7% | +2.8% | +20.9% | +16.6% |
| YTD | +28.2% | +49.5% | -21.2% | +7.2% |
| 1Y | +64.0% | +163.8% | -99.8% | +15.0% |
| 3Y | +99.4% | +615.8% | -516.4% | -4.4% |
| 5Y | +19.3% | +548.4% | -529.0% | -42.7% |
| All | +149.7% | +1,531.8% | -1,382.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling