+193.5%
FSLY vs ULTA
+5.8%
+187.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +2.4% |
| 7D | +12.5% | -3.1% | +15.6% | +11.8% |
| 30D | -18.8% | +2.8% | -21.6% | -17.9% |
| 3M | +22.7% | +14.8% | +7.9% | +25.5% |
| 6M | -3.7% | -16.2% | +12.5% | -12.3% |
| YTD | +127.5% | -9.6% | +137.1% | +108.2% |
| 1Y | +193.5% | +4.8% | +188.8% | +175.9% |
| All | +193.5% | +5.8% | +187.8% | +175.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling