+910.3%
XBI vs OMC
+235.0%
+675.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.3% |
| 7D | -4.6% | -6.2% | +1.6% | -1.9% |
| 30D | -0.8% | -7.6% | +6.8% | +2.4% |
| 3M | +21.8% | +7.4% | +14.4% | +16.5% |
| 6M | +23.2% | +0.1% | +23.0% | +21.2% |
| YTD | +28.7% | +0.4% | +28.3% | +24.5% |
| 1Y | +67.8% | +7.8% | +60.0% | +55.5% |
| 3Y | +100.6% | +11.8% | +88.8% | +79.1% |
| 5Y | +19.8% | +32.5% | -12.6% | -4.1% |
| 10Y | +159.7% | +34.2% | +125.5% | +90.1% |
| All | +910.3% | +235.0% | +675.3% | +337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling