-74.7%
NKE vs ULTA
+44.7%
-119.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | -4.2% | -3.1% | -1.1% | -3.1% |
| 30D | -8.2% | +2.8% | -11.0% | -9.3% |
| 3M | -19.1% | +14.8% | -33.8% | -23.6% |
| 6M | -32.6% | -16.2% | -16.4% | -29.0% |
| YTD | -40.7% | -9.6% | -31.1% | -39.4% |
| 1Y | -48.9% | +4.8% | -53.6% | -51.1% |
| 3Y | -59.2% | +30.7% | -89.9% | -66.4% |
| All | -74.7% | +44.7% | -119.4% | -81.2% |
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