+15.8%
BABA vs BMY
+60.5%
-44.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +3.8% | -1.4% | +5.2% | +4.1% |
| 30D | -5.4% | +5.1% | -10.5% | -6.3% |
| 3M | -17.9% | -3.0% | -14.9% | -17.7% |
| 6M | -24.1% | +13.1% | -37.1% | -26.3% |
| YTD | -27.4% | +20.3% | -47.8% | -30.5% |
| 1Y | -36.1% | +39.0% | -75.1% | -40.7% |
| 3Y | +35.4% | +42.0% | -6.6% | +22.0% |
| 5Y | -30.1% | +28.5% | -58.6% | -35.9% |
| 10Y | +15.8% | +57.5% | -41.7% | -1.6% |
| All | +15.8% | +60.5% | -44.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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