+40.0%
CVS vs ULTA
+132.3%
-92.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.0% |
| 7D | -2.2% | -3.1% | +0.9% | -1.7% |
| 30D | -0.1% | +2.8% | -2.9% | -0.5% |
| 3M | -5.2% | +14.8% | -20.0% | -7.2% |
| 6M | +26.9% | -16.2% | +43.1% | +29.4% |
| YTD | +22.1% | -9.6% | +31.7% | +23.0% |
| 1Y | +30.8% | +4.8% | +26.0% | +28.6% |
| 3Y | +54.4% | +30.7% | +23.7% | +43.3% |
| 5Y | +33.4% | +45.9% | -12.5% | +19.2% |
| All | +40.0% | +132.3% | -92.3% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling