+255.0%
CVS vs ULTA
+1,560.4%
-1,305.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | -0.3% | -1.2% | +0.9% | -0.2% |
| 3M | -1.1% | +13.4% | -14.5% | -3.0% |
| 6M | +23.7% | -15.6% | +39.3% | +26.0% |
| YTD | +23.0% | -10.4% | +33.4% | +24.1% |
| 1Y | +37.2% | +5.5% | +31.7% | +34.8% |
| 3Y | +62.4% | +31.0% | +31.5% | +51.4% |
| 5Y | +31.8% | +41.8% | -10.0% | +19.5% |
| 10Y | +41.9% | +127.0% | -85.1% | +13.6% |
| All | +255.0% | +1,560.4% | -1,305.4% | +69.8% |
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 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