+46.5%
PYPL vs ULTA
+254.8%
-208.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.5% |
| 7D | +1.7% | +0.7% | +1.1% | +1.6% |
| 30D | -9.7% | -2.8% | -6.9% | -9.0% |
| 3M | +29.2% | +18.7% | +10.5% | +22.5% |
| 6M | +13.9% | -15.0% | +28.9% | +18.3% |
| YTD | -8.1% | -9.2% | +1.1% | -6.7% |
| 1Y | -21.4% | +5.7% | -27.0% | -24.1% |
| 3Y | -11.8% | +32.8% | -44.6% | -23.1% |
| 5Y | -81.1% | +46.0% | -127.1% | -84.1% |
| 10Y | +36.9% | +125.5% | -88.6% | -7.4% |
| All | +46.5% | +254.8% | -208.3% | -19.9% |
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