+54.0%
XLV vs BABA
-40.0%
+94.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.2% | -13.8% | +16.0% | +2.9% |
| 30D | +8.6% | -15.1% | +23.7% | +9.4% |
| 3M | +12.6% | -22.7% | +35.3% | +13.9% |
| 6M | +29.8% | -34.7% | +64.5% | +32.5% |
| YTD | +23.5% | -35.0% | +58.5% | +25.8% |
| 1Y | +25.7% | -40.4% | +66.1% | +28.6% |
| 3Y | +56.3% | +21.9% | +34.4% | +52.1% |
| All | +54.0% | -40.0% | +94.1% | +52.7% |
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 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