+99.4%
XBI vs GSK
+47.2%
+52.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -3.5% | -1.1% | -3.6% |
| 30D | -2.0% | -3.4% | +1.4% | -0.9% |
| 3M | +17.8% | -8.1% | +25.9% | +20.7% |
| 6M | +23.7% | -11.1% | +34.9% | +27.9% |
| YTD | +28.2% | +0.7% | +27.5% | +27.5% |
| 1Y | +64.0% | +20.1% | +43.8% | +54.2% |
| 3Y | +99.4% | +46.1% | +53.3% | +65.0% |
| All | +99.4% | +47.2% | +52.2% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling