+46.1%
ASML vs ULTA
+27.7%
+18.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -3.6% |
| 7D | -10.0% | +6.7% | -16.7% | -10.0% |
| 30D | -19.4% | +21.7% | -41.2% | -19.7% |
| 3M | -12.5% | +21.5% | -34.0% | -12.6% |
| 6M | +8.2% | +27.5% | -19.3% | +8.4% |
| YTD | +40.7% | +9.2% | +31.5% | +42.9% |
| 1Y | +46.1% | +27.9% | +18.3% | +49.1% |
| All | +46.1% | +27.7% | +18.5% | +49.1% |
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