+1,411.0%
ASML vs ULTA
+184.5%
+1,226.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | -9.0% | +0.7% | -9.7% | -9.2% |
| 30D | -21.0% | +18.2% | -39.2% | -25.3% |
| 3M | -16.3% | +19.7% | -36.0% | -21.6% |
| 6M | -7.5% | +20.5% | -28.0% | -14.0% |
| YTD | +34.0% | +6.6% | +27.4% | +28.8% |
| 1Y | +39.3% | +26.5% | +12.8% | +25.6% |
| 3Y | +128.9% | +67.0% | +61.8% | +79.8% |
| 5Y | +76.1% | +64.5% | +11.5% | +37.9% |
| All | +1,411.0% | +184.5% | +1,226.5% | +766.8% |
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