-47.2%
CMCSA vs ULTA
+44.7%
-91.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -4.9% | -3.1% | -1.8% | -4.4% |
| 30D | -1.1% | +2.8% | -3.9% | -1.6% |
| 3M | +6.6% | +14.8% | -8.2% | +3.8% |
| 6M | -15.5% | -16.2% | +0.8% | -13.4% |
| YTD | -6.7% | -9.6% | +2.9% | -5.8% |
| 1Y | -15.6% | +4.8% | -20.4% | -17.3% |
| 3Y | -33.7% | +30.7% | -64.4% | -39.3% |
| All | -47.2% | +44.7% | -91.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling