+35.1%
XBI vs CNH
+16.6%
+18.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -1.1% | +3.0% | -4.1% | -1.4% |
| 30D | +2.6% | -0.6% | +3.2% | +2.6% |
| 3M | -4.0% | +14.6% | -18.7% | -5.8% |
| 6M | +10.9% | +11.8% | -0.8% | +9.4% |
| YTD | +23.6% | +30.4% | -6.8% | +21.3% |
| 1Y | +35.1% | +19.1% | +16.0% | +33.9% |
| All | +35.1% | +16.6% | +18.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling