-29.9%
BABA vs BBIO
+144.2%
-174.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.1% |
| 30D | -12.3% | -11.5% | -0.8% | -11.0% |
| 3M | -5.3% | +11.0% | -16.3% | -6.7% |
| 6M | -13.1% | +14.4% | -27.5% | -14.7% |
| YTD | -22.4% | -2.3% | -20.2% | -22.8% |
| 1Y | -19.5% | +37.7% | -57.2% | -23.1% |
| 3Y | +32.9% | +163.1% | -130.2% | +14.7% |
| 5Y | -29.9% | +49.5% | -79.4% | -48.2% |
| All | -29.9% | +144.2% | -174.2% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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