+15.3%
BABA vs ULTA
+130.2%
-114.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -17.3% | -1.2% | -16.1% | -17.2% |
| 3M | -7.8% | +13.4% | -21.1% | -10.4% |
| 6M | -16.8% | -15.6% | -1.1% | -14.5% |
| YTD | -24.7% | -10.4% | -14.2% | -23.8% |
| 1Y | -24.9% | +5.5% | -30.4% | -26.9% |
| 3Y | +29.1% | +31.0% | -1.9% | +16.6% |
| 5Y | -30.5% | +41.8% | -72.3% | -38.8% |
| All | +15.3% | +130.2% | -114.9% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling