+19.9%
XBI vs JCI
+111.7%
-91.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.4% |
| 7D | -4.6% | +0.7% | -5.4% | -5.0% |
| 30D | -2.0% | -4.4% | +2.4% | -0.3% |
| 3M | +17.8% | +1.7% | +16.1% | +16.1% |
| 6M | +23.7% | +8.8% | +14.9% | +17.6% |
| YTD | +28.2% | +22.6% | +5.6% | +14.7% |
| 1Y | +64.0% | +36.2% | +27.8% | +38.8% |
| 3Y | +99.4% | +168.0% | -68.6% | +16.0% |
| All | +19.9% | +111.7% | -91.8% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling