+48.6%
ENTG vs ULTA
+31.2%
+17.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.4% |
| 7D | +1.2% | -3.1% | +4.2% | +2.3% |
| 30D | -12.9% | +2.8% | -15.7% | -14.0% |
| 3M | -3.1% | +14.8% | -17.8% | -8.7% |
| 6M | +21.0% | -16.2% | +37.2% | +28.6% |
| YTD | +67.0% | -9.6% | +76.6% | +71.1% |
| 1Y | +68.6% | +4.8% | +63.9% | +61.7% |
| 3Y | +48.6% | +30.7% | +17.9% | +13.7% |
| All | +48.6% | +31.2% | +17.4% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling