+151.4%
ADBE vs ULTA
+132.3%
+19.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | -5.4% | -3.1% | -2.3% | -4.6% |
| 30D | -2.5% | +2.8% | -5.3% | -3.3% |
| 3M | +15.3% | +14.8% | +0.5% | +11.0% |
| 6M | -7.8% | -16.2% | +8.4% | -4.2% |
| YTD | -27.9% | -9.6% | -18.3% | -26.7% |
| 1Y | -28.0% | +4.8% | -32.8% | -29.7% |
| 3Y | -55.3% | +30.7% | -86.0% | -59.8% |
| 5Y | -61.7% | +45.9% | -107.6% | -66.9% |
| All | +151.4% | +132.3% | +19.1% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling