-39.9%
BABA vs EMR
+87.7%
-127.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -12.7% | +2.7% | -15.3% | -13.7% |
| 30D | -14.9% | +2.1% | -17.0% | -15.9% |
| 3M | -24.6% | +2.3% | -26.9% | -25.7% |
| 6M | -29.3% | +22.5% | -51.8% | -36.1% |
| YTD | -35.0% | +27.2% | -62.2% | -42.7% |
| 1Y | -39.7% | +28.0% | -67.7% | -47.1% |
| 3Y | +21.2% | +103.4% | -82.3% | -19.4% |
| 5Y | -39.9% | +88.2% | -128.0% | -59.8% |
| All | -39.9% | +87.7% | -127.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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