+47.6%
TSLA vs ULTA
+44.7%
+2.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.3% |
| 7D | +3.2% | -3.1% | +6.3% | +4.5% |
| 30D | +11.6% | +2.8% | +8.8% | +9.9% |
| 3M | -8.4% | +14.8% | -23.2% | -14.4% |
| 6M | -10.4% | -16.2% | +5.8% | -4.7% |
| YTD | -18.7% | -9.6% | -9.1% | -16.9% |
| 1Y | -0.9% | +4.8% | -5.7% | -6.3% |
| 3Y | +33.6% | +30.7% | +2.9% | +4.8% |
| All | +47.6% | +44.7% | +2.9% | +0.9% |
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 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