-42.8%
INTU vs ULTA
+39.1%
-81.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | 0.0% |
| 7D | -9.2% | -3.9% | -5.3% | -8.0% |
| 30D | -7.0% | -1.1% | -6.0% | -6.9% |
| 3M | +10.5% | +13.8% | -3.2% | +5.6% |
| 6M | -30.6% | -17.2% | -13.3% | -27.1% |
| YTD | -52.3% | -11.5% | -40.9% | -51.4% |
| 1Y | -51.8% | +3.9% | -55.7% | -54.0% |
| 3Y | -41.8% | +29.5% | -71.3% | -52.2% |
| 5Y | -42.8% | +42.9% | -85.7% | -58.6% |
| All | -42.8% | +39.1% | -81.9% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling