+31.7%
XLV vs BABA
+29.6%
+2.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -3.7% | -2.2% | -1.5% | -3.6% |
| 30D | -1.1% | -17.3% | +16.2% | -0.3% |
| 3M | +8.2% | -7.8% | +16.0% | +8.6% |
| 6M | +8.9% | -16.8% | +25.7% | +9.8% |
| YTD | +8.5% | -24.7% | +33.2% | +9.8% |
| 1Y | +22.3% | -24.9% | +47.2% | +23.5% |
| All | +31.7% | +29.6% | +2.2% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling