+207.8%
JNJ vs BABA
+15.0%
+192.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.9% | +2.3% |
| 7D | +4.3% | +3.8% | +0.4% | +4.1% |
| 30D | +7.9% | -5.4% | +13.3% | +8.1% |
| 3M | +9.4% | -17.9% | +27.3% | +10.2% |
| 6M | +28.8% | -24.1% | +52.9% | +30.3% |
| YTD | +38.5% | -27.4% | +66.0% | +40.1% |
| 1Y | +54.6% | -36.1% | +90.7% | +57.3% |
| 3Y | +108.4% | +35.4% | +73.0% | +101.8% |
| 5Y | +99.6% | -30.1% | +129.7% | +102.1% |
| 10Y | +207.8% | +15.8% | +191.9% | +200.3% |
| All | +207.8% | +15.0% | +192.8% | +200.3% |
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 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