+248.8%
NBIS vs BABA
-14.2%
+263.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +6.6% |
| 7D | +8.2% | -4.8% | +13.0% | +12.1% |
| 30D | +3.4% | -11.9% | +15.3% | +11.6% |
| 3M | -12.8% | -9.3% | -3.6% | -7.8% |
| 6M | +131.5% | -14.2% | +145.8% | +152.6% |
| YTD | +170.5% | -22.0% | +192.5% | +217.4% |
| 1Y | +248.8% | -12.7% | +261.5% | +289.3% |
| All | +248.8% | -14.2% | +263.0% | +289.3% |
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 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