+119.7%
TWLO vs ULTA
+6.6%
+113.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.4% |
| 7D | -2.0% | +9.0% | -11.0% | -3.8% |
| 30D | +20.6% | +4.6% | +16.0% | +19.5% |
| 3M | -1.5% | +22.0% | -23.5% | -4.5% |
| 6M | +89.4% | -14.7% | +104.1% | +96.0% |
| YTD | +63.8% | -6.8% | +70.6% | +62.5% |
| 1Y | +119.7% | +6.5% | +113.2% | +106.8% |
| All | +119.7% | +6.6% | +113.1% | +106.8% |
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