Stock and ETF performance explorer

BABA vs EXC

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	EXC	Excess	Alpha
1D	+1.3%	-1.1%	+2.3%	N/A
7D	-4.8%	+0.3%	-5.0%	N/A
All	-4.8%	-0.4%	-4.3%	N/A

Daily percentage return beside EXC.

Portfolio return minus EXC return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.