+19.9%
XBI vs EXEL
+180.6%
-160.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | -4.6% | -4.9% | +0.3% | -2.8% |
| 30D | -2.0% | +11.4% | -13.4% | -6.0% |
| 3M | +17.8% | +4.9% | +12.9% | +15.3% |
| 6M | +23.7% | +34.4% | -10.7% | +9.9% |
| YTD | +28.2% | +28.0% | +0.2% | +15.7% |
| 1Y | +64.0% | +43.6% | +20.3% | +40.5% |
| 3Y | +99.4% | +155.2% | -55.8% | +19.7% |
| All | +19.9% | +180.6% | -160.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling