+19.9%
XBI vs OMC
+30.5%
-10.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -4.6% | -4.4% | -0.3% | -3.2% |
| 30D | -2.0% | -7.6% | +5.6% | +0.4% |
| 3M | +17.8% | +4.5% | +13.3% | +14.8% |
| 6M | +23.7% | -0.3% | +24.0% | +22.4% |
| YTD | +28.2% | -0.1% | +28.4% | +25.7% |
| 1Y | +64.0% | +4.6% | +59.3% | +56.4% |
| 3Y | +99.4% | +10.5% | +88.9% | +81.2% |
| All | +19.9% | +30.5% | -10.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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