+171.2%
INTC vs ULTA
+31.2%
+140.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.0% |
| 7D | +7.5% | -3.1% | +10.5% | +8.4% |
| 30D | +2.0% | +2.8% | -0.8% | +0.7% |
| 3M | -12.0% | +14.8% | -26.8% | -16.5% |
| 6M | +114.5% | -16.2% | +130.8% | +126.3% |
| YTD | +179.0% | -9.6% | +188.6% | +186.2% |
| 1Y | +318.3% | +4.8% | +313.5% | +305.5% |
| 3Y | +171.2% | +30.7% | +140.5% | +131.4% |
| All | +171.2% | +31.2% | +140.0% | +131.4% |
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