+149.7%
XBI vs GILD
+163.6%
-13.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -4.6% | -4.8% | +0.2% | -2.3% |
| 30D | -2.0% | +5.8% | -7.8% | -4.6% |
| 3M | +17.8% | +14.9% | +2.9% | +9.6% |
| 6M | +23.7% | -0.4% | +24.1% | +23.5% |
| YTD | +28.2% | +18.5% | +9.7% | +16.6% |
| 1Y | +64.0% | +25.1% | +38.8% | +44.4% |
| 3Y | +99.4% | +105.9% | -6.5% | +32.2% |
| 5Y | +19.3% | +143.0% | -123.6% | -28.9% |
| All | +149.7% | +163.6% | -13.9% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 10y: compounded portfolio wealth divided by compounded GILD 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…
10y analysis · Full analysis span regression · 6 months rolling