+107.7%
COST vs ULTA
+44.7%
+63.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | -1.2% | -3.1% | +1.9% | -0.6% |
| 30D | -4.7% | +2.8% | -7.5% | -5.3% |
| 3M | -7.1% | +14.8% | -21.9% | -9.9% |
| 6M | -8.5% | -16.2% | +7.7% | -5.8% |
| YTD | +5.4% | -9.6% | +15.0% | +6.6% |
| 1Y | -5.6% | +4.8% | -10.4% | -7.9% |
| 3Y | +68.5% | +30.7% | +37.8% | +50.5% |
| All | +107.7% | +44.7% | +63.0% | +71.4% |
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 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