+19.9%
XBI vs CNC
+10.7%
+9.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -2.0% | -1.0% | -1.0% | -1.9% |
| 3M | +17.8% | +4.5% | +13.3% | +16.9% |
| 6M | +23.7% | +85.2% | -61.5% | +13.7% |
| YTD | +28.2% | +61.4% | -33.2% | +19.3% |
| 1Y | +64.0% | +94.9% | -30.9% | +47.7% |
| 3Y | +99.4% | 0.0% | +99.4% | +91.7% |
| All | +19.9% | +10.7% | +9.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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