+8.4%
XLRE vs BBIO
+41.8%
-33.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | -3.3% | +1.4% | -1.7% |
| 30D | -4.7% | -9.4% | +4.6% | -4.3% |
| 3M | -4.1% | +8.4% | -12.5% | -4.7% |
| 6M | +3.6% | +4.3% | -0.6% | +3.2% |
| YTD | +8.5% | -5.4% | +13.9% | +8.4% |
| 1Y | +5.3% | +41.3% | -36.0% | +2.7% |
| 3Y | +29.3% | +144.4% | -115.0% | +20.8% |
| 5Y | +8.4% | +48.5% | -40.1% | -9.6% |
| All | +8.4% | +41.8% | -33.4% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling