+262.0%
XBI vs CNH
+36.2%
+225.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.1% | +3.0% | -4.1% | -2.1% |
| 30D | +2.6% | -0.6% | +3.2% | +2.6% |
| 3M | -4.0% | +14.6% | -18.7% | -9.1% |
| 6M | +10.9% | +11.8% | -0.8% | +4.8% |
| YTD | +23.6% | +30.4% | -6.8% | +10.2% |
| 1Y | +35.1% | +19.1% | +16.0% | +23.8% |
| 3Y | +125.2% | +30.2% | +95.0% | +95.2% |
| 5Y | +19.7% | -17.8% | +37.5% | +17.1% |
| 10Y | +130.6% | +103.9% | +26.6% | +59.4% |
| All | +262.0% | +36.2% | +225.8% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling