-31.3%
BABA vs BMY
+25.3%
-56.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | -4.8% | +0.4% | -5.1% | -4.8% |
| 30D | -11.9% | +5.0% | -16.9% | -12.3% |
| 3M | -9.3% | +19.4% | -28.7% | -10.7% |
| 6M | -14.2% | +9.5% | -23.8% | -15.0% |
| YTD | -22.0% | +28.1% | -50.1% | -23.7% |
| 1Y | -12.7% | +50.0% | -62.7% | -15.8% |
| 3Y | +26.7% | +24.1% | +2.6% | +24.5% |
| All | -31.3% | +25.3% | -56.6% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling