+99.4%
XBI vs NOC
+28.9%
+70.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | +0.8% | -5.4% | -4.7% |
| 30D | -2.0% | -9.7% | +7.7% | -1.3% |
| 3M | +17.8% | -5.6% | +23.4% | +18.3% |
| 6M | +23.7% | -28.6% | +52.3% | +26.8% |
| YTD | +28.2% | -7.9% | +36.1% | +29.2% |
| 1Y | +64.0% | -9.5% | +73.5% | +65.3% |
| 3Y | +99.4% | +28.4% | +71.0% | +100.0% |
| All | +99.4% | +28.9% | +70.5% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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