-28.3%
BABA vs ABT
-2.1%
-26.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.1% |
| 7D | +11.6% | +3.5% | +8.1% | +10.6% |
| 30D | +2.3% | +12.0% | -9.7% | -0.7% |
| 3M | -13.7% | +2.5% | -16.1% | -14.4% |
| 6M | -21.9% | +29.1% | -51.0% | -27.5% |
| YTD | -24.6% | -10.1% | -14.6% | -22.2% |
| 1Y | -34.1% | -9.8% | -24.3% | -32.2% |
| 3Y | +36.3% | +23.3% | +13.0% | +16.3% |
| All | -28.3% | -2.1% | -26.2% | -35.5% |
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 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