+83.7%
JNJ vs BABA
-30.9%
+114.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +2.7% | -4.8% | +7.4% | +2.7% |
| 30D | +7.4% | -11.9% | +19.3% | +7.5% |
| 3M | +21.2% | -9.3% | +30.5% | +21.4% |
| 6M | +13.4% | -14.2% | +27.7% | +13.6% |
| YTD | +35.1% | -22.0% | +57.2% | +35.5% |
| 1Y | +57.4% | -12.7% | +70.1% | +57.6% |
| 3Y | +86.8% | +26.7% | +60.1% | +85.9% |
| All | +83.7% | -30.9% | +114.6% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling