+35.5%
XLV vs BABA
-29.4%
+64.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | -3.5% | -0.1% | -3.4% |
| 30D | -1.8% | -12.7% | +10.9% | -1.2% |
| 3M | +7.8% | -3.0% | +10.8% | +7.8% |
| 6M | +9.1% | -19.1% | +28.2% | +10.1% |
| YTD | +7.7% | -24.7% | +32.5% | +9.0% |
| 1Y | +20.4% | -29.0% | +49.5% | +22.1% |
| 3Y | +30.8% | +30.9% | -0.2% | +26.9% |
| All | +35.5% | -29.4% | +64.9% | +33.4% |
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