+943.2%
XBI vs RGEN
+3,311.5%
-2,368.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | +2.9% | +2.8% | +0.1% | +2.0% |
| 3M | +26.2% | +34.5% | -8.3% | +15.1% |
| 6M | +30.7% | +40.5% | -9.7% | +16.9% |
| YTD | +32.9% | +2.8% | +30.1% | +29.6% |
| 1Y | +72.3% | +39.6% | +32.6% | +53.0% |
| 3Y | +107.2% | +4.4% | +102.8% | +89.3% |
| 5Y | +23.2% | -42.8% | +65.9% | +27.2% |
| 10Y | +158.5% | +406.7% | -248.2% | +47.2% |
| All | +943.2% | +3,311.5% | -2,368.3% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling