+16.3%
BABA vs BDX
+190.0%
-173.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | +2.4% | +7.3% | -4.9% | -0.1% |
| 30D | -7.8% | +15.7% | -23.5% | -12.4% |
| 3M | -22.4% | +19.1% | -41.4% | -27.2% |
| 6M | -26.0% | +44.1% | -70.1% | -35.6% |
| YTD | -29.3% | +42.1% | -71.3% | -38.2% |
| 1Y | -37.5% | +52.6% | -90.1% | -47.0% |
| 3Y | +31.9% | +22.6% | +9.3% | +19.0% |
| 5Y | -33.4% | +23.3% | -56.8% | -40.9% |
| 10Y | +15.7% | +84.8% | -69.1% | -22.4% |
| All | +16.3% | +190.0% | -173.7% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling