+99.4%
XBI vs JCI
+165.4%
-66.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -4.6% | +0.7% | -5.4% | -4.9% |
| 30D | -2.0% | -4.4% | +2.4% | -0.6% |
| 3M | +17.8% | +1.7% | +16.1% | +16.4% |
| 6M | +23.7% | +8.8% | +14.9% | +18.7% |
| YTD | +28.2% | +22.6% | +5.6% | +17.1% |
| 1Y | +64.0% | +36.2% | +27.8% | +42.9% |
| 3Y | +99.4% | +168.0% | -68.6% | +17.5% |
| All | +99.4% | +165.4% | -66.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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