+62.2%
PANW vs ULTA
+27.7%
+34.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.5% |
| 7D | -11.8% | +6.7% | -18.5% | -11.7% |
| 30D | -14.4% | +21.7% | -36.2% | -14.2% |
| 3M | -5.0% | +21.5% | -26.5% | -4.8% |
| 6M | +88.6% | +27.5% | +61.0% | +89.7% |
| YTD | +88.9% | +9.2% | +79.7% | +90.9% |
| 1Y | +62.2% | +27.9% | +34.4% | +62.0% |
| All | +62.2% | +27.7% | +34.6% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling