+42.8%
ELV vs ULTA
-14.4%
+57.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.2% |
| 7D | -2.2% | -1.8% | -0.4% | -2.1% |
| 30D | -0.2% | -1.2% | +1.0% | -0.3% |
| 3M | -6.1% | +13.4% | -19.5% | -6.5% |
| 6M | +42.8% | -15.6% | +58.5% | +43.5% |
| All | +42.8% | -14.4% | +57.3% | +43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling