-7.5%
PAYX vs ULTA
+6.6%
-14.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | -4.2% | +9.0% | -13.2% | -4.9% |
| 30D | +2.9% | +4.6% | -1.7% | +2.3% |
| 3M | +23.6% | +22.0% | +1.7% | +21.2% |
| 6M | +30.0% | -14.7% | +44.7% | +30.2% |
| YTD | +12.2% | -6.8% | +18.9% | +11.0% |
| 1Y | -7.5% | +6.5% | -14.0% | -12.1% |
| All | -7.5% | +6.6% | -14.1% | -12.1% |
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