+98.8%
XBI vs GEHC
+4.1%
+94.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.8% |
| 7D | -3.6% | -7.6% | +4.0% | -1.3% |
| 30D | +0.9% | -10.7% | +11.5% | +4.4% |
| 3M | +21.4% | -1.2% | +22.6% | +21.1% |
| 6M | +25.5% | -13.7% | +39.2% | +30.4% |
| YTD | +30.8% | -20.4% | +51.3% | +39.1% |
| 1Y | +68.6% | -17.0% | +85.6% | +76.1% |
| 3Y | +103.9% | +0.9% | +103.0% | +96.2% |
| All | +98.8% | +4.1% | +94.7% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling