+100.9%
JNJ vs BABA
-40.0%
+141.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | -13.8% | +17.2% | +3.5% |
| 30D | +12.5% | -15.1% | +27.6% | +12.6% |
| 3M | +9.6% | -22.7% | +32.3% | +9.7% |
| 6M | +25.3% | -34.7% | +60.0% | +25.8% |
| YTD | +40.3% | -35.0% | +75.3% | +40.8% |
| 1Y | +49.6% | -40.4% | +90.1% | +50.2% |
| 3Y | +110.8% | +21.9% | +88.9% | +110.2% |
| All | +100.9% | -40.0% | +141.0% | +107.6% |
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