+335.4%
AVGO vs ULTA
+28.6%
+306.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.7% |
| 7D | +1.0% | -3.9% | +4.9% | +1.9% |
| 30D | -13.3% | -1.1% | -12.2% | -13.2% |
| 3M | -2.9% | +13.8% | -16.7% | -6.2% |
| 6M | +5.7% | -17.2% | +23.0% | +10.2% |
| YTD | +4.6% | -11.5% | +16.1% | +6.8% |
| 1Y | -1.6% | +3.9% | -5.6% | -4.5% |
| All | +335.4% | +28.6% | +306.9% | +276.7% |
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