+202.8%
NKE vs ULTA
+1,575.4%
-1,372.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | -4.2% | -3.1% | -1.1% | -3.4% |
| 30D | -8.2% | +2.8% | -11.0% | -9.0% |
| 3M | -19.1% | +14.8% | -33.8% | -22.1% |
| 6M | -32.6% | -16.2% | -16.4% | -30.2% |
| YTD | -40.7% | -9.6% | -31.1% | -39.8% |
| 1Y | -48.9% | +4.8% | -53.6% | -50.1% |
| 3Y | -59.2% | +30.7% | -89.9% | -63.2% |
| 5Y | -75.3% | +45.9% | -121.2% | -78.4% |
| 10Y | -23.1% | +129.0% | -152.1% | -43.6% |
| All | +202.8% | +1,575.4% | -1,372.6% | +4.1% |
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