Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • XBI vs CPB✓SelectedUSD · CPBXBI vs CPB performance historyLatest closeAs of-1.15%09/08
Stock and ETF performance explorer

XBI vs CPB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+943.2%
CPB return
+40.5%
Excess return
+902.7%
Maximum drawdown
-63.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCPBExcessAlpha
1D-1.1%+1.8%-2.9%-1.5%
7D-0.9%-8.2%+7.3%+1.0%
30D+2.9%-5.6%+8.5%+4.1%
3M+26.2%+3.0%+23.2%+24.6%
6M+30.7%-12.7%+43.4%+33.8%
YTD+32.9%-18.0%+50.9%+37.7%
1Y+72.3%-31.7%+104.0%+86.3%
3Y+107.2%-41.0%+148.1%+129.0%
5Y+23.2%-38.4%+61.6%+32.0%
10Y+158.5%-45.0%+203.5%+175.2%
All+943.2%+40.5%+902.7%+578.4%

Cumulative growth

Daily Returns

Daily percentage return beside CPB.

Daily Out/Under-Performance

Portfolio return minus CPB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CPB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CPB 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling