+31.9%
BABA vs EXEL
+236.1%
-204.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | +2.4% | -2.4% | +4.7% | +2.5% |
| 30D | -7.8% | +17.9% | -25.7% | -8.9% |
| 3M | -22.4% | +33.3% | -55.6% | -24.0% |
| 6M | -26.0% | +46.6% | -72.5% | -28.3% |
| YTD | -29.3% | +61.0% | -90.3% | -32.1% |
| 1Y | -37.5% | +70.4% | -108.0% | -40.3% |
| 3Y | +31.9% | +236.1% | -204.2% | +8.2% |
| All | +31.9% | +236.1% | -204.2% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling