+122.0%
CSCO vs ULTA
+44.7%
+77.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.0% |
| 7D | +2.7% | -3.1% | +5.8% | +3.3% |
| 30D | -9.5% | +2.8% | -12.3% | -10.0% |
| 3M | -7.6% | +14.8% | -22.4% | -10.2% |
| 6M | +44.9% | -16.2% | +61.1% | +49.1% |
| YTD | +47.7% | -9.6% | +57.3% | +49.5% |
| 1Y | +69.1% | +4.8% | +64.3% | +65.4% |
| 3Y | +113.5% | +30.7% | +82.8% | +91.9% |
| All | +122.0% | +44.7% | +77.3% | +81.9% |
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 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