-16.7%
CTSH vs ULTA
+39.1%
-55.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.5% |
| 7D | -9.8% | -3.9% | -5.9% | -8.9% |
| 30D | +0.1% | -1.1% | +1.2% | +0.3% |
| 3M | +13.2% | +13.8% | -0.6% | +9.4% |
| 6M | -6.2% | -17.2% | +11.0% | -2.5% |
| YTD | -28.5% | -11.5% | -17.0% | -27.1% |
| 1Y | -13.8% | +3.9% | -17.7% | -15.9% |
| 3Y | -13.7% | +29.5% | -43.2% | -23.8% |
| 5Y | -16.7% | +42.9% | -59.6% | -32.8% |
| All | -16.7% | +39.1% | -55.8% | -32.8% |
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