+926.8%
XBI vs CIEN
+1,128.6%
-201.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -3.6% | -4.6% | +0.9% | -2.8% |
| 30D | +0.9% | -12.8% | +13.7% | +3.4% |
| 3M | +21.4% | -23.1% | +44.5% | +27.0% |
| 6M | +25.5% | +6.1% | +19.4% | +18.5% |
| YTD | +30.8% | +44.5% | -13.7% | +13.1% |
| 1Y | +68.6% | +176.6% | -108.0% | +22.7% |
| 3Y | +103.9% | +601.0% | -497.0% | +11.6% |
| 5Y | +20.8% | +509.1% | -488.4% | -33.0% |
| 10Y | +164.0% | +1,460.5% | -1,296.5% | +11.7% |
| All | +926.8% | +1,128.6% | -201.9% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling