-61.4%
ADBE vs ULTA
+41.7%
-103.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.0% |
| 7D | -12.9% | -3.9% | -9.1% | -11.8% |
| 30D | -5.6% | -1.1% | -4.6% | -5.5% |
| 3M | +6.6% | +13.8% | -7.2% | +1.8% |
| 6M | -9.6% | -17.2% | +7.7% | -4.6% |
| YTD | -28.9% | -11.5% | -17.4% | -27.0% |
| 1Y | -28.9% | +3.9% | -32.8% | -31.1% |
| 3Y | -55.6% | +29.5% | -85.1% | -61.8% |
| All | -61.4% | +41.7% | -103.1% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling