+149.6%
GOOGL vs ULTA
+31.2%
+118.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.5% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -1.4% | +2.8% | -4.2% | -1.8% |
| 3M | -5.3% | +14.8% | -20.1% | -7.2% |
| 6M | +9.8% | -16.2% | +26.0% | +12.1% |
| YTD | +8.4% | -9.6% | +18.0% | +9.2% |
| 1Y | +41.2% | +4.8% | +36.4% | +38.7% |
| 3Y | +149.6% | +30.7% | +118.9% | +131.1% |
| All | +149.6% | +31.2% | +118.3% | +131.1% |
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 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