+151.7%
XLI vs BBIO
+136.7%
+15.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.7% | -3.2% | +1.6% | -1.4% |
| 30D | -7.3% | -13.6% | +6.3% | -6.3% |
| 3M | -1.3% | +7.2% | -8.6% | -2.0% |
| 6M | +2.2% | +1.5% | +0.8% | +1.9% |
| YTD | +11.7% | -5.3% | +17.0% | +11.6% |
| 1Y | +14.3% | +37.7% | -23.5% | +10.9% |
| 3Y | +70.3% | +153.9% | -83.6% | +55.6% |
| 5Y | +82.3% | +43.9% | +38.4% | +56.2% |
| All | +151.7% | +136.7% | +15.0% | +89.2% |
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