+99.4%
XBI vs CIEN
+624.4%
-525.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.1% |
| 7D | -4.6% | +8.9% | -13.5% | -6.0% |
| 30D | -2.0% | -19.1% | +17.1% | +1.0% |
| 3M | +17.8% | -21.5% | +39.3% | +21.1% |
| 6M | +23.7% | +2.8% | +20.9% | +18.5% |
| YTD | +28.2% | +49.5% | -21.2% | +13.1% |
| 1Y | +64.0% | +163.8% | -99.8% | +27.7% |
| 3Y | +99.4% | +615.8% | -516.4% | -2.2% |
| All | +99.4% | +624.4% | -525.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling