+100.2%
XBI vs CVS
+62.0%
+38.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -4.6% | -2.0% | -2.6% | -4.4% |
| 30D | -0.8% | +1.9% | -2.7% | -1.0% |
| 3M | +21.8% | -2.2% | +24.0% | +22.0% |
| 6M | +23.2% | +26.7% | -3.5% | +19.5% |
| YTD | +28.7% | +22.9% | +5.9% | +25.0% |
| 1Y | +67.8% | +32.9% | +34.9% | +61.1% |
| All | +100.2% | +62.0% | +38.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 3y: compounded portfolio wealth divided by compounded CVS 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…
3y analysis · Full analysis span regression · 6 months rolling