+42.2%
FSLR vs ULTA
+1,583.0%
-1,540.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.0% |
| 7D | +6.8% | +0.7% | +6.2% | +6.6% |
| 30D | -14.7% | -2.8% | -11.9% | -14.2% |
| 3M | -22.6% | +18.7% | -41.2% | -26.0% |
| 6M | +12.7% | -15.0% | +27.7% | +16.5% |
| YTD | -18.4% | -9.2% | -9.1% | -17.2% |
| 1Y | +4.9% | +5.7% | -0.7% | +2.1% |
| 3Y | +16.4% | +32.8% | -16.4% | +4.0% |
| 5Y | +123.5% | +46.0% | +77.5% | +91.9% |
| 10Y | +454.3% | +125.5% | +328.8% | +289.9% |
| All | +42.2% | +1,583.0% | -1,540.8% | -45.7% |
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 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