+380.3%
CSCO vs ULTA
+1,924.4%
-1,544.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.5% | -7.7% | -6.6% |
| 7D | +1.9% | +2.5% | -0.6% | +1.4% |
| 30D | -15.8% | +11.5% | -27.4% | -17.9% |
| 3M | -15.4% | +28.1% | -43.5% | -20.0% |
| 6M | -5.4% | +34.2% | -39.6% | -11.8% |
| YTD | +26.5% | +9.2% | +17.3% | +22.6% |
| 1Y | +25.9% | +23.7% | +2.1% | +18.4% |
| 3Y | +97.5% | +69.2% | +28.4% | +69.2% |
| 5Y | +93.0% | +66.6% | +26.4% | +63.1% |
| 10Y | +308.6% | +176.6% | +132.0% | +186.2% |
| All | +380.3% | +1,924.4% | -1,544.1% | +45.0% |
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