-64.2%
BAX vs ULTA
+65.2%
-129.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | -0.5% |
| 30D | +4.1% | +11.5% | -7.4% | +1.4% |
| 3M | -4.5% | +28.1% | -32.7% | -10.1% |
| 6M | +49.2% | +34.2% | +15.0% | +39.1% |
| YTD | +35.2% | +9.2% | +26.1% | +31.3% |
| 1Y | +38.3% | +23.7% | +14.5% | +30.9% |
| 3Y | -19.0% | +69.2% | -88.2% | -29.8% |
| All | -64.2% | +65.2% | -129.4% | -69.0% |
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