-35.3%
BABA vs DGX
+45.0%
-80.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.4% | +5.4% |
| 7D | +4.3% | +4.1% | +0.2% | +4.9% |
| 30D | -5.0% | +10.5% | -15.5% | -3.3% |
| 3M | -18.4% | +9.8% | -28.2% | -17.0% |
| 6M | -20.3% | +34.6% | -54.8% | -16.2% |
| YTD | -27.5% | +49.8% | -77.3% | -20.1% |
| 1Y | -35.3% | +46.0% | -81.4% | -29.2% |
| All | -35.3% | +45.0% | -80.3% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling