+910.3%
XBI vs MO
+1,328.4%
-418.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -4.6% | -1.0% | -3.6% | -4.3% |
| 30D | -0.8% | +5.8% | -6.6% | -2.7% |
| 3M | +21.8% | -4.5% | +26.4% | +22.8% |
| 6M | +23.2% | +5.7% | +17.5% | +19.2% |
| YTD | +28.7% | +23.1% | +5.6% | +17.7% |
| 1Y | +67.8% | +10.9% | +56.9% | +58.5% |
| 3Y | +100.6% | +96.1% | +4.5% | +50.6% |
| 5Y | +19.8% | +100.1% | -80.3% | -12.8% |
| 10Y | +159.7% | +114.0% | +45.8% | +71.2% |
| All | +910.3% | +1,328.4% | -418.1% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 all: compounded portfolio wealth divided by compounded MO 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…
all analysis · Full analysis span regression · 6 months rolling