+83.7%
BSX vs BABA
+17.5%
+66.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -6.4% | -0.2% | -6.3% | -6.4% |
| 30D | -8.8% | -12.3% | +3.5% | -7.3% |
| 3M | -7.6% | -5.3% | -2.3% | -7.3% |
| 6M | -37.0% | -13.1% | -23.9% | -36.1% |
| YTD | -52.8% | -22.4% | -30.4% | -51.6% |
| 1Y | -58.4% | -19.5% | -38.9% | -57.7% |
| 3Y | -16.5% | +32.9% | -49.4% | -23.5% |
| 5Y | -1.2% | -29.9% | +28.7% | -1.1% |
| 10Y | +83.7% | +16.7% | +67.0% | +44.6% |
| All | +83.7% | +17.5% | +66.3% | +44.6% |
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