+379.9%
CSCO vs ULTA
+132.3%
+247.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.9% |
| 7D | +2.7% | -3.1% | +5.8% | +3.4% |
| 30D | -9.5% | +2.8% | -12.3% | -10.1% |
| 3M | -7.6% | +14.8% | -22.4% | -10.6% |
| 6M | +44.9% | -16.2% | +61.1% | +49.3% |
| YTD | +47.7% | -9.6% | +57.3% | +49.5% |
| 1Y | +69.1% | +4.8% | +64.3% | +65.0% |
| 3Y | +113.5% | +30.7% | +82.8% | +92.9% |
| 5Y | +122.8% | +45.9% | +76.9% | +91.9% |
| All | +379.9% | +132.3% | +247.6% | +251.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling