+139.8%
FTNT vs ULTA
+31.2%
+108.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.0% |
| 7D | -0.1% | -3.1% | +2.9% | +0.2% |
| 30D | -3.0% | +2.8% | -5.8% | -3.4% |
| 3M | +7.6% | +14.8% | -7.2% | +5.6% |
| 6M | +87.0% | -16.2% | +103.2% | +91.6% |
| YTD | +96.5% | -9.6% | +106.2% | +98.8% |
| 1Y | +92.9% | +4.8% | +88.2% | +90.2% |
| 3Y | +139.8% | +30.7% | +109.2% | +125.8% |
| All | +139.8% | +31.2% | +108.6% | +125.8% |
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