+2,072.5%
FTNT vs ULTA
+132.3%
+1,940.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.3% |
| 7D | -0.1% | -3.1% | +2.9% | +0.6% |
| 30D | -3.0% | +2.8% | -5.8% | -3.8% |
| 3M | +7.6% | +14.8% | -7.2% | +3.5% |
| 6M | +87.0% | -16.2% | +103.2% | +93.3% |
| YTD | +96.5% | -9.6% | +106.2% | +98.9% |
| 1Y | +92.9% | +4.8% | +88.2% | +87.2% |
| 3Y | +139.8% | +30.7% | +109.2% | +112.3% |
| 5Y | +151.3% | +45.9% | +105.5% | +114.1% |
| All | +2,072.5% | +132.3% | +1,940.2% | +1,387.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling