-28.5%
BABA vs ULTA
+46.0%
-74.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.8% |
| 3M | -5.3% | +18.7% | -24.0% | -9.9% |
| 6M | -13.1% | -15.0% | +2.0% | -10.0% |
| YTD | -22.4% | -9.2% | -13.2% | -21.5% |
| 1Y | -19.5% | +5.7% | -25.1% | -22.5% |
| 3Y | +32.9% | +32.8% | +0.2% | +11.7% |
| All | -28.5% | +46.0% | -74.4% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling