-39.8%
BABA vs ABT
-6.9%
-32.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -13.8% | -1.3% | -12.5% | -13.5% |
| 30D | -15.1% | +6.0% | -21.1% | -16.4% |
| 3M | -22.7% | -1.9% | -20.9% | -22.5% |
| 6M | -34.7% | +31.2% | -65.9% | -39.6% |
| YTD | -35.0% | -11.2% | -23.8% | -32.7% |
| 1Y | -40.4% | -14.0% | -26.5% | -37.6% |
| 3Y | +21.9% | +20.7% | +1.3% | +4.9% |
| All | -39.8% | -6.9% | -32.9% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling