+19.9%
XBI vs RGEN
-44.2%
+64.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.6% | -1.4% | -3.2% | -4.2% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | +17.8% | +23.9% | -6.1% | +9.0% |
| 6M | +23.7% | +38.5% | -14.8% | +9.7% |
| YTD | +28.2% | +0.8% | +27.4% | +25.5% |
| 1Y | +64.0% | +38.2% | +25.8% | +43.7% |
| 3Y | +99.4% | +1.3% | +98.1% | +82.0% |
| All | +19.9% | -44.2% | +64.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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