+22.2%
ELV vs ULTA
+44.7%
-22.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | +3.2% | -3.1% | +6.3% | +3.5% |
| 30D | +5.4% | +2.8% | +2.6% | +5.0% |
| 3M | +5.4% | +14.8% | -9.4% | +3.8% |
| 6M | +45.7% | -16.2% | +61.9% | +47.7% |
| YTD | +21.2% | -9.6% | +30.8% | +21.8% |
| 1Y | +35.6% | +4.8% | +30.8% | +34.0% |
| 3Y | -2.0% | +30.7% | -32.7% | -7.5% |
| All | +22.2% | +44.7% | -22.5% | +6.6% |
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