+23.9%
BABA vs EXEL
+3,968.4%
-3,944.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +11.6% | +0.3% | +11.4% | +11.5% |
| 30D | +2.3% | +19.0% | -16.8% | -0.4% |
| 3M | -13.7% | +33.3% | -47.0% | -17.4% |
| 6M | -21.9% | +42.9% | -64.8% | -26.3% |
| YTD | -24.6% | +58.7% | -83.4% | -30.2% |
| 1Y | -34.1% | +70.5% | -104.6% | -39.7% |
| 3Y | +36.3% | +233.8% | -197.6% | +9.6% |
| 5Y | -26.7% | +259.3% | -286.1% | -42.0% |
| 10Y | +19.2% | +484.1% | -464.9% | -15.8% |
| All | +23.9% | +3,968.4% | -3,944.5% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling