+51.8%
FTNT vs ULTA
+27.7%
+24.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +1.2% |
| 7D | -25.7% | +6.7% | -32.4% | -25.4% |
| 30D | -29.7% | +21.7% | -51.5% | -29.7% |
| 3M | -23.1% | +21.5% | -44.6% | -23.2% |
| 6M | +45.0% | +27.5% | +17.4% | +45.3% |
| YTD | +62.9% | +9.2% | +53.7% | +65.4% |
| 1Y | +51.8% | +27.9% | +24.0% | +47.4% |
| All | +51.8% | +27.7% | +24.1% | +47.4% |
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