+15.7%
BABA vs ABT
+229.0%
-213.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.4% | +1.0% | +1.4% | +1.9% |
| 30D | -7.8% | +11.6% | -19.4% | -11.4% |
| 3M | -22.4% | +2.3% | -24.7% | -23.2% |
| 6M | -26.0% | +32.7% | -58.7% | -34.0% |
| YTD | -29.3% | -9.6% | -19.6% | -27.4% |
| 1Y | -37.5% | -10.1% | -27.4% | -35.8% |
| 3Y | +31.9% | +25.2% | +6.7% | +13.3% |
| 5Y | -33.4% | -4.5% | -28.9% | -35.5% |
| 10Y | +15.7% | +228.3% | -212.6% | -37.5% |
| All | +15.7% | +229.0% | -213.3% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling