+57.5%
XEL vs BBIO
+136.7%
-79.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -3.2% | +2.9% | -0.2% |
| 30D | -3.9% | -13.6% | +9.7% | -3.7% |
| 3M | -2.8% | +7.2% | -10.1% | -3.0% |
| 6M | -5.4% | +1.5% | -6.9% | -5.5% |
| YTD | +3.8% | -5.3% | +9.0% | +3.7% |
| 1Y | +6.8% | +37.7% | -30.9% | +6.1% |
| 3Y | +45.6% | +153.9% | -108.3% | +42.6% |
| 5Y | +30.7% | +43.9% | -13.2% | +26.6% |
| All | +57.5% | +136.7% | -79.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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