+31.1%
BABA vs ABT
+21.7%
+9.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -3.6% | -5.4% | +1.8% | -3.5% |
| 30D | -8.4% | +8.0% | -16.4% | -8.3% |
| 3M | -20.6% | +0.2% | -20.8% | -20.7% |
| 6M | -25.4% | +34.1% | -59.5% | -25.1% |
| YTD | -30.1% | -10.6% | -19.5% | -29.8% |
| 1Y | -36.3% | -11.8% | -24.5% | -36.0% |
| All | +31.1% | +21.7% | +9.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling