+48.0%
BAX vs ULTA
+27.7%
+20.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +2.4% |
| 7D | +4.1% | +6.7% | -2.6% | +1.4% |
| 30D | +9.4% | +21.7% | -12.3% | +0.9% |
| 3M | -6.5% | +21.5% | -28.0% | -13.9% |
| 6M | +59.6% | +27.5% | +32.0% | +42.9% |
| YTD | +38.9% | +9.2% | +29.7% | +31.4% |
| 1Y | +48.0% | +27.9% | +20.1% | +30.6% |
| All | +48.0% | +27.7% | +20.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling