+906.3%
XBI vs DGX
+548.9%
+357.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | -4.6% | -0.9% | -3.8% | -4.2% |
| 30D | -2.0% | -1.2% | -0.8% | -1.4% |
| 3M | +17.8% | +15.8% | +2.0% | +9.4% |
| 6M | +23.7% | +18.2% | +5.5% | +13.5% |
| YTD | +28.2% | +37.2% | -9.0% | +8.8% |
| 1Y | +64.0% | +30.4% | +33.6% | +42.3% |
| 3Y | +99.4% | +96.7% | +2.7% | +38.7% |
| 5Y | +19.3% | +67.2% | -47.8% | -11.3% |
| 10Y | +158.7% | +253.9% | -95.2% | +24.3% |
| All | +906.3% | +548.9% | +357.4% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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