-39.8%
BABA vs SNY
+17.1%
-56.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -13.8% | +2.8% | -16.6% | -14.3% |
| 30D | -15.1% | +21.6% | -36.7% | -18.7% |
| 3M | -22.7% | +10.5% | -33.2% | -24.5% |
| 6M | -34.7% | +14.0% | -48.7% | -36.8% |
| YTD | -35.0% | +5.4% | -40.4% | -36.0% |
| 1Y | -40.4% | -2.5% | -38.0% | -40.2% |
| 3Y | +21.9% | +22.1% | -0.2% | +16.1% |
| All | -39.8% | +17.1% | -56.9% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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