+452.1%
PAYX vs ULTA
+1,575.4%
-1,123.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.1% |
| 7D | -4.9% | -3.1% | -1.8% | -4.2% |
| 30D | -3.8% | +2.8% | -6.6% | -4.4% |
| 3M | +17.9% | +14.8% | +3.1% | +14.3% |
| 6M | +26.1% | -16.2% | +42.3% | +29.7% |
| YTD | +6.7% | -9.6% | +16.4% | +7.9% |
| 1Y | -10.7% | +4.8% | -15.5% | -12.7% |
| 3Y | +7.0% | +30.7% | -23.7% | -2.4% |
| 5Y | +22.6% | +45.9% | -23.3% | +7.7% |
| 10Y | +166.5% | +129.0% | +37.5% | +101.7% |
| All | +452.1% | +1,575.4% | -1,123.3% | +126.8% |
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