-3.2%
FSLY vs ULTA
+28.6%
-31.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +7.5% | -3.9% | +11.4% | +8.8% |
| 30D | -21.1% | -1.1% | -20.0% | -21.2% |
| 3M | +21.8% | +13.8% | +8.0% | +14.5% |
| 6M | -0.1% | -17.2% | +17.1% | +5.8% |
| YTD | +123.1% | -11.5% | +134.6% | +125.1% |
| 1Y | +208.6% | +3.9% | +204.6% | +182.2% |
| All | -3.2% | +28.6% | -31.8% | -38.6% |
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