+1,582.8%
ASML vs ULTA
+180.0%
+1,402.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +2.5% | -0.2% | +2.8% | +2.7% |
| 30D | -12.2% | +16.1% | -28.4% | -16.5% |
| 3M | -14.6% | +21.7% | -36.4% | -20.4% |
| 6M | -1.7% | +28.7% | -30.5% | -10.6% |
| YTD | +44.3% | +8.9% | +35.4% | +37.8% |
| 1Y | +51.0% | +26.1% | +24.9% | +36.5% |
| 3Y | +137.6% | +69.1% | +68.5% | +86.1% |
| 5Y | +92.7% | +66.6% | +26.1% | +50.4% |
| 10Y | +1,582.8% | +175.9% | +1,406.9% | +862.4% |
| All | +1,582.8% | +180.0% | +1,402.8% | +862.4% |
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 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