+20.4%
XLV vs BABA
-25.5%
+45.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | -3.5% | -0.1% | -3.6% |
| 30D | -1.8% | -12.7% | +10.9% | -1.9% |
| 3M | +7.8% | -3.0% | +10.8% | +8.1% |
| 6M | +9.1% | -19.1% | +28.2% | +9.8% |
| YTD | +7.7% | -24.7% | +32.5% | +8.5% |
| 1Y | +20.4% | -29.0% | +49.5% | +21.7% |
| All | +20.4% | -25.5% | +45.9% | +21.7% |
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