+19.9%
XBI vs SNY
+9.4%
+10.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | -3.3% | -1.3% | -3.5% |
| 30D | -2.0% | -2.2% | +0.1% | -1.2% |
| 3M | +17.8% | -3.0% | +20.8% | +18.8% |
| 6M | +23.7% | +2.7% | +21.0% | +22.3% |
| YTD | +28.2% | -6.8% | +35.1% | +31.0% |
| 1Y | +64.0% | -5.3% | +69.2% | +66.0% |
| 3Y | +99.4% | -9.8% | +109.2% | +102.1% |
| All | +19.9% | +9.4% | +10.5% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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