+4.4%
GOOGL vs ULTA
+27.7%
-23.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +3.1% |
| 7D | -11.1% | +6.7% | -17.8% | -11.1% |
| 30D | -16.6% | +21.7% | -38.3% | -17.2% |
| 3M | -23.4% | +21.5% | -44.9% | -24.0% |
| 6M | -24.5% | +27.5% | -52.1% | -24.9% |
| YTD | -7.5% | +9.2% | -16.7% | -8.3% |
| 1Y | +4.4% | +27.9% | -23.5% | +5.1% |
| All | +4.4% | +27.7% | -23.3% | +5.1% |
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 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