+31.1%
BABA vs DGX
+106.0%
-74.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.6% | +1.2% | -4.8% | -3.7% |
| 30D | -8.4% | +11.2% | -19.6% | -9.1% |
| 3M | -20.6% | +9.3% | -29.9% | -21.2% |
| 6M | -25.4% | +37.4% | -62.7% | -28.0% |
| YTD | -30.1% | +51.6% | -81.7% | -33.8% |
| 1Y | -36.3% | +39.3% | -75.6% | -38.7% |
| All | +31.1% | +106.0% | -74.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling