+22.3%
BABA vs ABT
+228.3%
-205.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.3% |
| 7D | +8.6% | +8.6% | -0.1% | +5.1% |
| 30D | -1.1% | +16.4% | -17.5% | -6.9% |
| 3M | -15.9% | +8.1% | -24.0% | -18.7% |
| 6M | -17.5% | +32.1% | -49.6% | -27.0% |
| YTD | -25.6% | -7.1% | -18.5% | -24.4% |
| 1Y | -33.8% | -6.5% | -27.3% | -33.1% |
| 3Y | +34.6% | +26.2% | +8.4% | +14.8% |
| 5Y | -27.7% | +0.9% | -28.6% | -31.7% |
| 10Y | +17.7% | +250.7% | -233.0% | -45.7% |
| All | +22.3% | +228.3% | -205.9% | -41.7% |
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