+293.8%
XBI vs CNH
+64.7%
+229.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -1.6% |
| 7D | +0.9% | +23.3% | -22.4% | -5.6% |
| 30D | +7.1% | +33.5% | -26.4% | -2.5% |
| 3M | +22.9% | +32.7% | -9.8% | +11.5% |
| 6M | +29.7% | +22.2% | +7.5% | +19.8% |
| YTD | +34.5% | +57.7% | -23.2% | +14.0% |
| 1Y | +76.1% | +28.0% | +48.1% | +59.0% |
| 3Y | +103.2% | +11.5% | +91.7% | +86.7% |
| 5Y | +22.8% | +11.9% | +11.0% | +9.9% |
| 10Y | +176.3% | +162.8% | +13.5% | +78.4% |
| All | +293.8% | +64.7% | +229.2% | +170.2% |
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