+1,504.8%
ASML vs ULTA
+193.5%
+1,311.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.2% | +3.1% | +5.2% |
| 7D | -0.8% | +4.3% | -5.2% | -2.2% |
| 30D | -14.9% | +16.6% | -31.5% | -19.1% |
| 3M | -13.0% | +17.7% | -30.7% | -17.9% |
| 6M | -4.7% | +27.5% | -32.2% | -13.0% |
| YTD | +42.3% | +9.9% | +32.4% | +35.5% |
| 1Y | +49.7% | +28.5% | +21.3% | +34.5% |
| 3Y | +144.3% | +71.1% | +73.2% | +90.7% |
| 5Y | +86.4% | +68.3% | +18.0% | +45.0% |
| 10Y | +1,504.8% | +181.4% | +1,323.4% | +812.0% |
| All | +1,504.8% | +193.5% | +1,311.4% | +812.0% |
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