+943.2%
XBI vs EMR
+590.0%
+353.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -0.9% | +3.1% | -4.0% | -2.4% |
| 30D | +2.9% | -3.5% | +6.4% | +4.5% |
| 3M | +26.2% | +9.8% | +16.4% | +19.8% |
| 6M | +30.7% | +10.8% | +19.9% | +23.2% |
| YTD | +32.9% | +15.9% | +17.0% | +21.6% |
| 1Y | +72.3% | +16.4% | +55.8% | +56.7% |
| 3Y | +107.2% | +62.1% | +45.1% | +55.6% |
| 5Y | +23.2% | +62.9% | -39.8% | -8.8% |
| 10Y | +158.5% | +267.8% | -109.2% | +18.6% |
| All | +943.2% | +590.0% | +353.2% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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