-12.7%
BABA vs ULTA
+6.6%
-19.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -4.8% | +9.0% | -13.8% | -4.9% |
| 30D | -11.9% | +4.6% | -16.5% | -12.0% |
| 3M | -9.3% | +22.0% | -31.2% | -9.6% |
| 6M | -14.2% | -14.7% | +0.5% | -13.6% |
| YTD | -22.0% | -6.8% | -15.3% | -22.0% |
| 1Y | -12.7% | +6.5% | -19.2% | -9.6% |
| All | -12.7% | +6.6% | -19.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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