+32.9%
BABA vs ULTA
+32.1%
+0.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 7D | -0.2% | +0.7% | -0.8% | -0.3% |
| 30D | -12.3% | -2.8% | -9.4% | -12.0% |
| 3M | -5.3% | +18.7% | -24.0% | -7.6% |
| 6M | -13.1% | -15.0% | +2.0% | -11.3% |
| YTD | -22.4% | -9.2% | -13.2% | -21.9% |
| 1Y | -19.5% | +5.7% | -25.1% | -21.0% |
| 3Y | +32.9% | +32.8% | +0.2% | +10.9% |
| All | +32.9% | +32.1% | +0.9% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling