+933.8%
SBUX vs ULTA
+1,541.3%
-607.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -6.2% | -3.9% | -2.4% | -5.2% |
| 30D | -6.4% | -1.1% | -5.4% | -6.4% |
| 3M | +1.0% | +13.8% | -12.7% | -3.1% |
| 6M | -0.4% | -17.2% | +16.9% | +4.0% |
| YTD | +20.0% | -11.5% | +31.4% | +22.7% |
| 1Y | +22.8% | +3.9% | +18.9% | +19.4% |
| 3Y | +12.3% | +29.5% | -17.2% | -0.6% |
| 5Y | -6.4% | +42.9% | -49.3% | -20.7% |
| 10Y | +126.5% | +124.4% | +2.1% | +54.1% |
| All | +933.8% | +1,541.3% | -607.5% | +158.6% |
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