+19.3%
BABA vs BDX
+193.6%
-174.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.3% |
| 7D | +3.8% | +8.4% | -4.6% | +1.0% |
| 30D | -5.4% | +17.1% | -22.5% | -10.5% |
| 3M | -17.9% | +22.4% | -40.4% | -23.7% |
| 6M | -24.1% | +45.9% | -70.0% | -34.2% |
| YTD | -27.4% | +43.8% | -71.3% | -36.9% |
| 1Y | -36.1% | +57.8% | -93.9% | -46.4% |
| 3Y | +35.4% | +25.4% | +10.0% | +21.1% |
| 5Y | -30.1% | +26.0% | -56.1% | -38.5% |
| 10Y | +15.8% | +88.0% | -72.1% | -22.9% |
| All | +19.3% | +193.6% | -174.3% | -30.4% |
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