+20,911.1%
NFLX vs ULTA
+1,560.4%
+19,350.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -8.1% | -1.8% | -6.3% | -7.8% |
| 30D | -0.3% | -1.2% | +0.9% | -0.2% |
| 3M | -6.6% | +13.4% | -20.0% | -9.4% |
| 6M | -22.7% | -15.6% | -7.0% | -20.6% |
| YTD | -18.9% | -10.4% | -8.5% | -18.0% |
| 1Y | -39.8% | +5.5% | -45.3% | -41.5% |
| 3Y | +71.7% | +31.0% | +40.7% | +54.4% |
| 5Y | +27.2% | +41.8% | -14.6% | +12.0% |
| 10Y | +687.9% | +127.0% | +560.9% | +473.9% |
| All | +20,911.1% | +1,560.4% | +19,350.7% | +7,760.4% |
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