+5,297.2%
ASML vs ULTA
+1,628.6%
+3,668.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.8% |
| 7D | +1.1% | +9.0% | -7.9% | -1.2% |
| 30D | +2.2% | +4.6% | -2.4% | +0.7% |
| 3M | -2.3% | +22.0% | -24.3% | -7.9% |
| 6M | +23.0% | -14.7% | +37.7% | +26.8% |
| YTD | +61.1% | -6.8% | +67.8% | +62.0% |
| 1Y | +129.1% | +6.5% | +122.6% | +121.2% |
| 3Y | +165.4% | +35.6% | +129.8% | +134.1% |
| 5Y | +109.5% | +47.6% | +61.8% | +79.8% |
| 10Y | +1,645.7% | +128.9% | +1,516.8% | +1,146.1% |
| All | +5,297.2% | +1,628.6% | +3,668.6% | +1,710.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling