+23.9%
BABA vs BMY
+82.1%
-58.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.6% |
| 7D | +11.6% | -0.5% | +12.2% | +11.8% |
| 30D | +2.3% | +4.1% | -1.8% | +1.3% |
| 3M | -13.7% | -2.1% | -11.6% | -13.5% |
| 6M | -21.9% | +12.2% | -34.1% | -24.5% |
| YTD | -24.6% | +20.3% | -45.0% | -28.4% |
| 1Y | -34.1% | +39.2% | -73.3% | -39.7% |
| 3Y | +36.3% | +35.6% | +0.7% | +22.4% |
| 5Y | -26.7% | +28.6% | -55.3% | -33.9% |
| 10Y | +19.2% | +73.9% | -54.7% | -6.6% |
| All | +23.9% | +82.1% | -58.2% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling