+285.2%
BSX vs BABA
+29.8%
+255.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +2.0% | -4.8% | +6.8% | +2.8% |
| 30D | +0.1% | -11.9% | +12.0% | +1.8% |
| 3M | -2.1% | -9.3% | +7.1% | -1.1% |
| 6M | -33.8% | -14.2% | -19.6% | -32.7% |
| YTD | -49.9% | -22.0% | -27.8% | -48.5% |
| 1Y | -55.4% | -12.7% | -42.7% | -55.3% |
| 3Y | -10.9% | +26.7% | -37.5% | -18.2% |
| 5Y | +6.4% | -29.3% | +35.8% | +4.9% |
| 10Y | +97.0% | +21.2% | +75.8% | +56.5% |
| All | +285.2% | +29.8% | +255.4% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling