+112.6%
BSX vs BABA
+8.5%
+104.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -1.1% |
| 7D | -1.0% | -12.7% | +11.7% | +0.8% |
| 30D | +2.1% | -14.9% | +16.9% | +4.2% |
| 3M | -14.0% | -24.6% | +10.6% | -11.0% |
| 6M | -18.3% | -29.3% | +11.0% | -14.9% |
| YTD | -53.6% | -35.0% | -18.6% | -51.4% |
| 1Y | -57.6% | -39.7% | -17.9% | -55.0% |
| 3Y | -14.3% | +21.2% | -35.4% | -20.6% |
| 5Y | +5.1% | -39.9% | +45.0% | +7.3% |
| All | +112.6% | +8.5% | +104.1% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling