+17.6%
BABA vs EXEL
+397.6%
-379.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.8% | +8.4% | -13.1% | -6.1% |
| 30D | -11.9% | +4.1% | -16.0% | -12.6% |
| 3M | -9.3% | +12.4% | -21.7% | -11.3% |
| 6M | -14.2% | +41.5% | -55.8% | -19.6% |
| YTD | -22.0% | +34.6% | -56.7% | -26.5% |
| 1Y | -12.7% | +57.9% | -70.6% | -20.3% |
| 3Y | +26.7% | +159.5% | -132.8% | +2.6% |
| 5Y | -29.3% | +198.5% | -227.8% | -44.6% |
| All | +17.6% | +397.6% | -379.9% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling