-1.4%
BSX vs BABA
-28.1%
+26.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.3% |
| 7D | +1.8% | +11.6% | -9.8% | +1.0% |
| 30D | +2.8% | +2.3% | +0.5% | +2.6% |
| 3M | -13.3% | -13.7% | +0.4% | -12.5% |
| 6M | -23.7% | -21.9% | -1.8% | -22.5% |
| YTD | -55.2% | -24.6% | -30.5% | -54.5% |
| 1Y | -56.8% | -34.1% | -22.7% | -55.7% |
| 3Y | -19.0% | +36.3% | -55.3% | -22.7% |
| All | -1.4% | -28.1% | +26.7% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling