+123.1%
ASML vs ULTA
+5.8%
+117.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.6% | +3.1% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | +1.4% | -2.8% | +4.2% | +1.9% |
| 3M | +1.0% | +18.7% | -17.6% | -0.5% |
| 6M | +37.0% | -15.0% | +52.0% | +40.7% |
| YTD | +65.8% | -9.2% | +75.0% | +68.8% |
| 1Y | +123.1% | +5.7% | +117.4% | +131.2% |
| All | +123.1% | +5.8% | +117.3% | +131.2% |
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