+13.3%
BAX vs ULTA
+1,628.6%
-1,615.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.2% | +0.9% |
| 7D | -1.1% | +9.0% | -10.2% | -2.2% |
| 30D | -5.5% | +4.6% | -10.0% | -6.0% |
| 3M | +33.5% | +22.0% | +11.6% | +30.4% |
| 6M | +35.9% | -14.7% | +50.6% | +38.1% |
| YTD | +35.4% | -6.8% | +42.1% | +36.2% |
| 1Y | +9.8% | +6.5% | +3.2% | +8.7% |
| 3Y | -32.7% | +35.6% | -68.3% | -35.9% |
| 5Y | -65.6% | +47.6% | -113.2% | -67.8% |
| 10Y | -34.9% | +128.9% | -163.8% | -43.9% |
| All | +13.3% | +1,628.6% | -1,615.2% | -23.5% |
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