+54.5%
JNJ vs BABA
-18.7%
+73.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +4.3% | -12.3% | +16.6% | +4.2% |
| 3M | +16.5% | -5.3% | +21.8% | +17.2% |
| 6M | +13.1% | -13.1% | +26.2% | +14.2% |
| YTD | +32.1% | -22.4% | +54.6% | +33.8% |
| 1Y | +54.5% | -19.5% | +74.0% | +55.5% |
| All | +54.5% | -18.7% | +73.2% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling