+255.3%
JNJ vs BABA
+25.5%
+229.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.4% |
| 7D | +1.1% | +11.6% | -10.5% | +0.5% |
| 30D | +6.9% | +2.3% | +4.6% | +6.7% |
| 3M | +8.0% | -13.7% | +21.7% | +8.8% |
| 6M | +24.3% | -21.9% | +46.2% | +25.8% |
| YTD | +35.6% | -24.6% | +60.3% | +37.3% |
| 1Y | +51.1% | -34.1% | +85.2% | +54.0% |
| 3Y | +98.3% | +36.3% | +62.0% | +90.9% |
| 5Y | +94.3% | -26.7% | +121.1% | +94.6% |
| 10Y | +214.9% | +19.2% | +195.7% | +187.2% |
| All | +255.3% | +25.5% | +229.8% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling