+175.6%
ASML vs ULTA
+38.5%
+137.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.9% |
| 7D | +1.1% | +9.0% | -7.9% | -0.7% |
| 30D | +2.2% | +4.6% | -2.4% | +1.1% |
| 3M | -2.3% | +22.0% | -24.3% | -6.9% |
| 6M | +23.0% | -14.7% | +37.7% | +27.3% |
| YTD | +61.1% | -6.8% | +67.8% | +62.7% |
| 1Y | +129.1% | +6.5% | +122.6% | +122.7% |
| All | +175.6% | +38.5% | +137.1% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling