-29.9%
BABA vs BDX
-1.5%
-28.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.2% |
| 7D | -0.2% | -4.3% | +4.1% | +0.9% |
| 30D | -12.3% | +1.3% | -13.5% | -12.7% |
| 3M | -5.3% | +20.2% | -25.6% | -10.3% |
| 6M | -13.1% | +8.6% | -21.7% | -15.2% |
| YTD | -22.4% | +19.0% | -41.4% | -26.4% |
| 1Y | -19.5% | +21.2% | -40.7% | -24.1% |
| 3Y | +32.9% | -9.7% | +42.7% | +36.2% |
| 5Y | -29.9% | -3.4% | -26.5% | -32.0% |
| All | -29.9% | -1.5% | -28.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling