-35.3%
BABA vs EXEL
+92.4%
-127.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.9% |
| 7D | +4.3% | +9.8% | -5.5% | +3.8% |
| 30D | -5.0% | +23.6% | -28.6% | -6.0% |
| 3M | -18.4% | +29.9% | -48.3% | -19.5% |
| 6M | -20.3% | +64.7% | -85.0% | -23.2% |
| YTD | -27.5% | +66.0% | -93.5% | -30.4% |
| 1Y | -35.3% | +92.0% | -127.3% | -36.2% |
| All | -35.3% | +92.4% | -127.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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