+244.5%
BSX vs BABA
+25.5%
+219.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | +1.8% | +11.6% | -9.8% | +0.2% |
| 30D | +2.8% | +2.3% | +0.5% | +2.4% |
| 3M | -13.3% | -13.7% | +0.4% | -11.6% |
| 6M | -23.7% | -21.9% | -1.8% | -21.3% |
| YTD | -55.2% | -24.6% | -30.5% | -53.7% |
| 1Y | -56.8% | -34.1% | -22.7% | -54.6% |
| 3Y | -19.0% | +36.3% | -55.3% | -26.8% |
| 5Y | -0.9% | -26.7% | +25.8% | -3.3% |
| 10Y | +98.3% | +19.2% | +79.1% | +57.5% |
| All | +244.5% | +25.5% | +219.0% | +152.4% |
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