+94.8%
XBI vs GEHC
+2.1%
+92.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -4.6% | -7.2% | +2.5% | -2.5% |
| 30D | -2.0% | -11.6% | +9.6% | +1.7% |
| 3M | +17.8% | -0.8% | +18.6% | +17.3% |
| 6M | +23.7% | -11.9% | +35.6% | +27.6% |
| YTD | +28.2% | -21.9% | +50.2% | +37.1% |
| 1Y | +64.0% | -17.8% | +81.8% | +71.7% |
| 3Y | +99.4% | -3.5% | +102.9% | +94.2% |
| All | +94.8% | +2.1% | +92.7% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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