+9,359.7%
FTNT vs ULTA
+2,928.9%
+6,430.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.2% |
| 7D | +1.7% | -1.8% | +3.5% | +2.2% |
| 30D | -4.3% | -1.2% | -3.0% | -4.1% |
| 3M | +13.6% | +13.4% | +0.2% | +9.4% |
| 6M | +87.6% | -15.6% | +103.2% | +93.6% |
| YTD | +98.0% | -10.4% | +108.4% | +100.8% |
| 1Y | +96.9% | +5.5% | +91.5% | +90.5% |
| 3Y | +145.4% | +31.0% | +114.4% | +116.6% |
| 5Y | +153.0% | +41.8% | +111.2% | +116.7% |
| 10Y | +2,098.3% | +127.0% | +1,971.3% | +1,395.3% |
| All | +9,359.7% | +2,928.9% | +6,430.8% | +3,218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling