+104.6%
CSCO vs ULTA
+28.6%
+76.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -1.1% | -3.9% | +2.8% | -0.5% |
| 30D | -10.8% | -1.1% | -9.7% | -10.7% |
| 3M | -9.2% | +13.8% | -23.0% | -11.2% |
| 6M | +39.5% | -17.2% | +56.8% | +43.5% |
| YTD | +41.5% | -11.5% | +53.0% | +43.6% |
| 1Y | +61.0% | +3.9% | +57.1% | +58.1% |
| All | +104.6% | +28.6% | +76.0% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling