+76.1%
XBI vs GSK
+31.2%
+44.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +0.9% | -1.8% | +2.7% | +1.4% |
| 30D | +7.1% | -2.2% | +9.2% | +7.8% |
| 3M | +22.9% | -1.8% | +24.7% | +23.3% |
| 6M | +29.7% | -10.6% | +40.3% | +33.0% |
| YTD | +34.5% | +4.4% | +30.1% | +33.5% |
| 1Y | +76.1% | +30.4% | +45.6% | +67.4% |
| All | +76.1% | +31.2% | +44.8% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling