-8.5%
CHWY vs ULTA
+31.2%
-39.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.6% |
| 7D | -13.6% | -3.1% | -10.5% | -12.9% |
| 30D | -8.5% | +2.8% | -11.3% | -9.4% |
| 3M | +8.9% | +14.8% | -5.9% | +4.6% |
| 6M | -20.5% | -16.2% | -4.2% | -17.6% |
| YTD | -38.2% | -9.6% | -28.5% | -37.3% |
| 1Y | -43.3% | +4.8% | -48.0% | -45.1% |
| 3Y | -8.5% | +30.7% | -39.2% | -31.8% |
| All | -8.5% | +31.2% | -39.8% | -31.8% |
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 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