+1,112.9%
INTU vs ULTA
+1,628.6%
-515.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.7% |
| 7D | -7.1% | +9.0% | -16.1% | -8.9% |
| 30D | +1.5% | +4.6% | -3.1% | +0.2% |
| 3M | +10.7% | +22.0% | -11.3% | +5.4% |
| 6M | -23.8% | -14.7% | -9.1% | -21.8% |
| YTD | -49.3% | -6.8% | -42.5% | -49.2% |
| 1Y | -49.7% | +6.5% | -56.2% | -51.2% |
| 3Y | -38.0% | +35.6% | -73.6% | -44.6% |
| 5Y | -38.7% | +47.6% | -86.4% | -46.4% |
| 10Y | +221.3% | +128.9% | +92.4% | +139.6% |
| All | +1,112.9% | +1,628.6% | -515.7% | +379.5% |
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