+681.4%
NFLX vs ULTA
+132.3%
+549.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.5% |
| 30D | +4.3% | +2.8% | +1.5% | +3.6% |
| 3M | -4.8% | +14.8% | -19.5% | -7.5% |
| 6M | -18.4% | -16.2% | -2.2% | -16.3% |
| YTD | -17.4% | -9.6% | -7.8% | -16.7% |
| 1Y | -35.7% | +4.8% | -40.5% | -37.3% |
| 3Y | +73.8% | +30.7% | +43.1% | +57.4% |
| 5Y | +29.3% | +45.9% | -16.6% | +14.3% |
| All | +681.4% | +132.3% | +549.1% | +524.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling