+45.9%
CSCO vs ULTA
+27.7%
+18.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | +0.4% |
| 7D | -6.1% | +6.7% | -12.8% | -6.3% |
| 30D | -8.2% | +21.7% | -29.9% | -9.2% |
| 3M | -14.6% | +21.5% | -36.0% | -15.5% |
| 6M | +12.7% | +27.5% | -14.8% | +11.7% |
| YTD | +37.0% | +9.2% | +27.8% | +37.5% |
| 1Y | +45.9% | +27.9% | +18.0% | +45.4% |
| All | +45.9% | +27.7% | +18.2% | +45.4% |
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