+14.9%
BABA vs ULTA
+452.7%
-437.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -3.6% | -0.2% | -3.3% | -3.6% |
| 30D | -8.4% | +16.1% | -24.5% | -11.3% |
| 3M | -20.6% | +21.7% | -42.3% | -24.1% |
| 6M | -25.4% | +28.7% | -54.1% | -29.7% |
| YTD | -30.1% | +8.9% | -39.0% | -32.2% |
| 1Y | -36.3% | +26.1% | -62.3% | -40.4% |
| 3Y | +30.4% | +69.1% | -38.8% | +10.8% |
| 5Y | -35.7% | +66.6% | -102.3% | -45.5% |
| 10Y | +16.0% | +175.9% | -159.9% | -19.0% |
| All | +14.9% | +452.7% | -437.8% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling