+99.4%
XBI vs JBL
+195.4%
-96.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.3% |
| 7D | -4.6% | +2.4% | -7.1% | -5.1% |
| 30D | -2.0% | -13.1% | +11.1% | +0.4% |
| 3M | +17.8% | -15.6% | +33.4% | +20.8% |
| 6M | +23.7% | +24.6% | -0.9% | +17.0% |
| YTD | +28.2% | +39.6% | -11.4% | +18.3% |
| 1Y | +64.0% | +48.6% | +15.4% | +48.8% |
| 3Y | +99.4% | +197.3% | -97.9% | +60.6% |
| All | +99.4% | +195.4% | -96.0% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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