+16.7%
BABA vs BMY
+62.5%
-45.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -0.2% | -3.3% | +3.2% | +0.4% |
| 30D | -12.3% | 0.0% | -12.2% | -12.3% |
| 3M | -5.3% | +17.7% | -23.0% | -8.4% |
| 6M | -13.1% | +9.6% | -22.7% | -14.8% |
| YTD | -22.4% | +24.0% | -46.4% | -25.9% |
| 1Y | -19.5% | +45.1% | -64.6% | -25.6% |
| 3Y | +32.9% | +22.5% | +10.5% | +25.5% |
| 5Y | -29.9% | +22.3% | -52.2% | -34.1% |
| 10Y | +16.7% | +62.0% | -45.2% | +3.3% |
| All | +16.7% | +62.5% | -45.8% | +3.3% |
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