+1,692.1%
ENTG vs ULTA
+1,541.3%
+150.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.5% |
| 7D | +5.1% | -3.9% | +9.0% | +6.6% |
| 30D | -8.5% | -1.1% | -7.5% | -8.6% |
| 3M | +6.7% | +13.8% | -7.1% | +0.9% |
| 6M | +17.7% | -17.2% | +35.0% | +24.4% |
| YTD | +63.5% | -11.5% | +74.9% | +68.1% |
| 1Y | +73.6% | +3.9% | +69.7% | +67.8% |
| 3Y | +44.6% | +29.5% | +15.1% | +25.4% |
| 5Y | +16.1% | +42.9% | -26.8% | -2.7% |
| 10Y | +775.8% | +124.4% | +651.5% | +455.2% |
| All | +1,692.1% | +1,541.3% | +150.8% | +246.0% |
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 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