+906.3%
XBI vs NYT
+206.1%
+700.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.6% | -0.6% | -4.1% | -4.5% |
| 30D | -2.0% | +4.6% | -6.6% | -3.2% |
| 3M | +17.8% | -9.6% | +27.4% | +20.3% |
| 6M | +23.7% | -14.0% | +37.7% | +27.9% |
| YTD | +28.2% | -2.8% | +31.1% | +27.6% |
| 1Y | +64.0% | +15.6% | +48.4% | +54.9% |
| 3Y | +99.4% | +56.3% | +43.1% | +70.0% |
| 5Y | +19.3% | +39.5% | -20.2% | +3.3% |
| 10Y | +158.7% | +488.0% | -329.3% | +47.6% |
| All | +906.3% | +206.1% | +700.2% | +493.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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