+16.8%
NXPI vs ULTA
+39.1%
-22.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.9% |
| 7D | +0.7% | -3.9% | +4.5% | +2.2% |
| 30D | -4.2% | -1.1% | -3.1% | -4.1% |
| 3M | -20.4% | +13.8% | -34.2% | -25.0% |
| 6M | +12.5% | -17.2% | +29.7% | +19.9% |
| YTD | +5.2% | -11.5% | +16.7% | +8.7% |
| 1Y | +5.1% | +3.9% | +1.2% | +0.7% |
| 3Y | +17.7% | +29.5% | -11.8% | -3.8% |
| 5Y | +16.8% | +42.9% | -26.1% | -16.3% |
| All | +16.8% | +39.1% | -22.3% | -16.3% |
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