+215.6%
JNJ vs BABA
+16.7%
+198.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +1.5% | -3.6% | +5.1% | +1.6% |
| 30D | +6.3% | -8.4% | +14.7% | +6.7% |
| 3M | +8.5% | -20.6% | +29.1% | +9.5% |
| 6M | +28.0% | -25.4% | +53.4% | +29.5% |
| YTD | +37.7% | -30.1% | +67.8% | +39.5% |
| 1Y | +47.9% | -36.3% | +84.2% | +50.5% |
| 3Y | +107.4% | +30.4% | +77.0% | +101.2% |
| 5Y | +97.7% | -35.7% | +133.5% | +101.7% |
| All | +215.6% | +16.7% | +198.9% | +216.0% |
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