+11.7%
BABA vs BDX
+95.1%
-83.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -13.8% | +2.9% | -16.7% | -14.6% |
| 30D | -15.1% | +15.4% | -30.5% | -18.8% |
| 3M | -22.7% | +20.5% | -43.3% | -27.3% |
| 6M | -34.7% | +53.2% | -87.9% | -43.3% |
| YTD | -35.0% | +45.7% | -80.7% | -42.8% |
| 1Y | -40.4% | +47.3% | -87.7% | -47.8% |
| 3Y | +21.9% | +25.1% | -3.1% | +10.8% |
| 5Y | -39.9% | +27.4% | -67.3% | -46.4% |
| All | +11.7% | +95.1% | -83.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling