+1,151.5%
INTU vs ULTA
+1,924.4%
-772.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.1% |
| 7D | +0.1% | +2.5% | -2.4% | -0.5% |
| 30D | +10.1% | +11.5% | -1.4% | +7.4% |
| 3M | -4.2% | +28.1% | -32.3% | -9.5% |
| 6M | -7.2% | +34.2% | -41.5% | -13.7% |
| YTD | -47.7% | +9.2% | -56.9% | -49.4% |
| 1Y | -46.7% | +23.7% | -70.4% | -50.0% |
| 3Y | -34.1% | +69.2% | -103.2% | -43.9% |
| 5Y | -43.3% | +66.6% | -109.9% | -51.6% |
| 10Y | +232.6% | +176.6% | +56.0% | +138.3% |
| All | +1,151.5% | +1,924.4% | -772.9% | +377.4% |
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 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