-17.4%
BSX vs BABA
+21.2%
-38.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.7% | -13.8% | +17.5% | +4.5% |
| 30D | +3.1% | -15.1% | +18.2% | +3.9% |
| 3M | -14.2% | -22.7% | +8.5% | -13.2% |
| 6M | -16.4% | -34.7% | +18.2% | -14.8% |
| YTD | -53.5% | -35.0% | -18.5% | -52.6% |
| 1Y | -57.8% | -40.4% | -17.4% | -56.8% |
| 3Y | -17.4% | +21.9% | -39.4% | -18.1% |
| All | -17.4% | +21.2% | -38.6% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling