+446.2%
CSCO vs ULTA
+1,628.6%
-1,182.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.3% |
| 7D | -0.7% | +9.0% | -9.7% | -2.5% |
| 30D | -10.1% | +4.6% | -14.7% | -11.1% |
| 3M | -15.7% | +22.0% | -37.7% | -19.5% |
| 6M | +36.3% | -14.7% | +51.0% | +39.8% |
| YTD | +43.8% | -6.8% | +50.6% | +44.5% |
| 1Y | +63.9% | +6.5% | +57.4% | +59.4% |
| 3Y | +104.4% | +35.6% | +68.7% | +83.9% |
| 5Y | +111.4% | +47.6% | +63.7% | +83.0% |
| 10Y | +361.7% | +128.9% | +232.8% | +236.5% |
| All | +446.2% | +1,628.6% | -1,182.4% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling