+23.9%
BABA vs ABT
+217.6%
-193.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.5% |
| 7D | +11.6% | +3.5% | +8.1% | +10.1% |
| 30D | +2.3% | +12.0% | -9.7% | -2.3% |
| 3M | -13.7% | +2.5% | -16.1% | -14.8% |
| 6M | -21.9% | +29.1% | -51.0% | -30.3% |
| YTD | -24.6% | -10.1% | -14.6% | -22.5% |
| 1Y | -34.1% | -9.8% | -24.3% | -32.5% |
| 3Y | +36.3% | +23.3% | +13.0% | +17.1% |
| 5Y | -26.7% | -2.4% | -24.4% | -29.9% |
| 10Y | +19.2% | +239.4% | -220.2% | -44.3% |
| All | +23.9% | +217.6% | -193.8% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling