+1.9%
META vs ULTA
+27.1%
-25.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +2.0% | +4.9% |
| 7D | +5.7% | +4.3% | +1.4% | +5.4% |
| 30D | -10.8% | +16.6% | -27.4% | -11.7% |
| 3M | +8.4% | +17.7% | -9.3% | +7.3% |
| 6M | +5.4% | +27.5% | -22.1% | +3.9% |
| YTD | -2.6% | +9.9% | -12.5% | -2.9% |
| All | +1.9% | +27.1% | -25.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling