-39.8%
BABA vs JCI
+96.3%
-136.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.9% |
| 7D | -13.8% | +3.2% | -17.0% | -14.9% |
| 30D | -15.1% | -8.6% | -6.5% | -12.8% |
| 3M | -22.7% | -7.7% | -15.0% | -21.2% |
| 6M | -34.7% | -2.6% | -32.1% | -35.3% |
| YTD | -35.0% | +17.4% | -52.4% | -40.9% |
| 1Y | -40.4% | +16.9% | -57.3% | -45.8% |
| 3Y | +21.9% | +186.7% | -164.8% | -33.3% |
| All | -39.8% | +96.3% | -136.1% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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