+220.4%
XLV vs BABA
+29.8%
+190.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +0.2% | -4.8% | +4.9% | +0.7% |
| 30D | +4.4% | -11.9% | +16.3% | +5.8% |
| 3M | +13.2% | -9.3% | +22.5% | +14.1% |
| 6M | +10.1% | -14.2% | +24.4% | +11.4% |
| YTD | +11.7% | -22.0% | +33.7% | +14.0% |
| 1Y | +26.9% | -12.7% | +39.6% | +27.3% |
| 3Y | +35.0% | +26.7% | +8.3% | +26.6% |
| 5Y | +35.9% | -29.3% | +65.2% | +34.7% |
| 10Y | +179.0% | +21.2% | +157.8% | +133.1% |
| All | +220.4% | +29.8% | +190.6% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling