+22.3%
BABA vs EIX
+72.4%
-50.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +8.6% | +2.5% | +6.0% | +8.2% |
| 30D | -1.1% | +14.1% | -15.2% | -2.9% |
| 3M | -15.9% | -9.4% | -6.5% | -15.1% |
| 6M | -17.5% | -9.1% | -8.5% | -17.2% |
| YTD | -25.6% | +7.1% | -32.7% | -27.1% |
| 1Y | -33.8% | +13.3% | -47.1% | -35.7% |
| 3Y | +34.6% | +10.9% | +23.7% | +29.8% |
| 5Y | -27.7% | +21.0% | -48.6% | -31.3% |
| 10Y | +17.7% | +33.6% | -15.9% | +6.5% |
| All | +22.3% | +72.4% | -50.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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