-30.5%
CHWY vs ULTA
+25.8%
-56.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | +10.4% | +0.2% | +10.2% | +10.3% |
| 30D | +26.8% | +18.7% | +8.1% | +21.4% |
| 3M | -4.3% | +20.5% | -24.7% | -8.8% |
| 6M | -6.3% | +22.0% | -28.3% | -11.6% |
| YTD | -30.4% | +7.4% | -37.8% | -34.1% |
| 1Y | -30.5% | +24.5% | -55.0% | -34.8% |
| All | -30.5% | +25.8% | -56.2% | -34.8% |
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