+48.9%
CIEN vs ULTA
+27.7%
+21.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.3% | -9.2% |
| 7D | -25.0% | +6.7% | -31.7% | -25.0% |
| 30D | -30.1% | +21.7% | -51.9% | -30.6% |
| 3M | -33.8% | +21.5% | -55.3% | -33.9% |
| 6M | -49.4% | +27.5% | -77.0% | -49.7% |
| YTD | +16.4% | +9.2% | +7.2% | +16.6% |
| 1Y | +48.9% | +27.9% | +21.0% | +44.4% |
| All | +48.9% | +27.7% | +21.2% | +44.4% |
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