+17.6%
BABA vs ABT
+210.2%
-192.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.8% | -3.7% | -1.1% | -3.5% |
| 30D | -11.9% | +2.5% | -14.4% | -12.8% |
| 3M | -9.3% | +20.2% | -29.4% | -15.8% |
| 6M | -14.2% | -2.9% | -11.3% | -13.8% |
| YTD | -22.0% | -11.9% | -10.1% | -19.1% |
| 1Y | -12.7% | -16.5% | +3.8% | -7.6% |
| 3Y | +26.7% | +12.1% | +14.5% | +14.3% |
| 5Y | -29.3% | -7.4% | -21.9% | -30.7% |
| All | +17.6% | +210.2% | -192.6% | -38.5% |
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