+70.7%
NFLX vs ULTA
+28.6%
+42.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -8.1% | -3.9% | -4.2% | -7.8% |
| 30D | +1.6% | -1.1% | +2.7% | +1.6% |
| 3M | -7.3% | +13.8% | -21.1% | -8.1% |
| 6M | -21.6% | -17.2% | -4.3% | -20.8% |
| YTD | -18.9% | -11.5% | -7.5% | -18.7% |
| 1Y | -39.1% | +3.9% | -43.0% | -39.9% |
| All | +70.7% | +28.6% | +42.1% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling