+926.8%
XBI vs CVS
+403.4%
+523.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -3.6% | -1.9% | -1.7% | -3.0% |
| 30D | +0.9% | -0.3% | +1.2% | +0.8% |
| 3M | +21.4% | -1.1% | +22.6% | +21.4% |
| 6M | +25.5% | +23.7% | +1.8% | +15.3% |
| YTD | +30.8% | +23.0% | +7.8% | +19.4% |
| 1Y | +68.6% | +37.2% | +31.4% | +47.4% |
| 3Y | +103.9% | +62.4% | +41.5% | +59.7% |
| 5Y | +20.8% | +31.8% | -11.1% | +0.8% |
| 10Y | +164.0% | +41.9% | +122.1% | +100.6% |
| All | +926.8% | +403.4% | +523.3% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling