+1,895.3%
GOOGL vs ULTA
+1,560.4%
+334.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -2.0% |
| 7D | -1.9% | -1.8% | -0.1% | -1.5% |
| 30D | -7.5% | -1.2% | -6.2% | -7.4% |
| 3M | -9.2% | +13.4% | -22.6% | -11.7% |
| 6M | +8.1% | -15.6% | +23.7% | +10.8% |
| YTD | +5.8% | -10.4% | +16.3% | +7.1% |
| 1Y | +38.3% | +5.5% | +32.9% | +35.1% |
| 3Y | +144.8% | +31.0% | +113.8% | +123.9% |
| 5Y | +132.5% | +41.8% | +90.7% | +107.5% |
| 10Y | +746.7% | +127.0% | +619.7% | +551.7% |
| All | +1,895.3% | +1,560.4% | +334.9% | +733.3% |
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