+31.3%
NFLX vs ULTA
+44.7%
-13.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.3% |
| 7D | -1.1% | -3.1% | +2.0% | -0.3% |
| 30D | +4.3% | +2.8% | +1.5% | +3.4% |
| 3M | -4.8% | +14.8% | -19.5% | -8.4% |
| 6M | -18.4% | -16.2% | -2.2% | -15.4% |
| YTD | -17.4% | -9.6% | -7.8% | -16.5% |
| 1Y | -35.7% | +4.8% | -40.5% | -38.1% |
| 3Y | +73.8% | +30.7% | +43.1% | +46.1% |
| All | +31.3% | +44.7% | -13.3% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling