-55.9%
ADBE vs ULTA
+28.6%
-84.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.1% |
| 7D | -12.9% | -3.9% | -9.1% | -12.1% |
| 30D | -5.6% | -1.1% | -4.6% | -5.5% |
| 3M | +6.6% | +13.8% | -7.2% | +2.9% |
| 6M | -9.6% | -17.2% | +7.7% | -5.7% |
| YTD | -28.9% | -11.5% | -17.4% | -27.4% |
| 1Y | -28.9% | +3.9% | -32.8% | -30.5% |
| All | -55.9% | +28.6% | -84.5% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling