+14.4%
BABA vs ULTA
+127.6%
-113.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.5% |
| 7D | -2.9% | -3.9% | +0.9% | -2.1% |
| 30D | -15.1% | -1.1% | -14.0% | -15.0% |
| 3M | -5.0% | +13.8% | -18.8% | -7.8% |
| 6M | -19.9% | -17.2% | -2.7% | -17.5% |
| YTD | -25.3% | -11.5% | -13.8% | -24.2% |
| 1Y | -23.9% | +3.9% | -27.8% | -25.6% |
| 3Y | +28.1% | +29.5% | -1.4% | +16.0% |
| 5Y | -31.4% | +42.9% | -74.3% | -39.6% |
| All | +14.4% | +127.6% | -113.1% | -12.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling