-35.7%
BABA vs EXEL
+286.3%
-322.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -3.6% | -2.8% | -0.8% | -3.1% |
| 30D | -8.4% | +18.2% | -26.5% | -11.7% |
| 3M | -20.6% | +37.7% | -58.3% | -26.0% |
| 6M | -25.4% | +42.2% | -67.6% | -31.3% |
| YTD | -30.1% | +61.3% | -91.4% | -37.8% |
| 1Y | -36.3% | +64.5% | -100.8% | -43.7% |
| 3Y | +30.4% | +236.7% | -206.3% | -16.1% |
| 5Y | -35.7% | +296.3% | -332.0% | -61.3% |
| All | -35.7% | +286.3% | -322.1% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling