+33.1%
CVS vs ULTA
+41.7%
-8.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | -2.0% | -3.9% | +1.9% | -1.7% |
| 30D | +1.9% | -1.1% | +3.0% | +2.0% |
| 3M | -2.2% | +13.8% | -16.0% | -3.2% |
| 6M | +26.7% | -17.2% | +44.0% | +28.4% |
| YTD | +22.9% | -11.5% | +34.3% | +23.7% |
| 1Y | +32.9% | +3.9% | +29.0% | +31.6% |
| 3Y | +62.3% | +29.5% | +32.8% | +53.7% |
| All | +33.1% | +41.7% | -8.6% | +21.0% |
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 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