+1,761.8%
ASML vs ULTA
+124.2%
+1,637.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.6% | +3.7% |
| 7D | +6.0% | +0.7% | +5.3% | +5.7% |
| 30D | +1.4% | -2.8% | +4.2% | +1.9% |
| 3M | +1.0% | +18.7% | -17.6% | -5.2% |
| 6M | +37.0% | -15.0% | +52.0% | +42.4% |
| YTD | +65.8% | -9.2% | +75.0% | +68.3% |
| 1Y | +123.1% | +5.7% | +117.4% | +113.9% |
| 3Y | +188.2% | +32.8% | +155.4% | +145.9% |
| 5Y | +115.6% | +46.0% | +69.6% | +76.2% |
| 10Y | +1,761.8% | +125.5% | +1,636.3% | +1,108.4% |
| All | +1,761.8% | +124.2% | +1,637.6% | +1,108.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling