+689.7%
TWLO vs ULTA
+127.8%
+561.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.3% |
| 7D | -2.4% | -3.1% | +0.7% | -1.4% |
| 30D | -7.8% | +2.8% | -10.6% | -8.8% |
| 3M | +10.0% | +14.8% | -4.7% | +4.9% |
| 6M | +79.5% | -16.2% | +95.7% | +88.0% |
| YTD | +59.8% | -9.6% | +69.5% | +62.6% |
| 1Y | +121.7% | +4.8% | +116.9% | +114.0% |
| 3Y | +240.8% | +30.7% | +210.1% | +197.0% |
| 5Y | -33.6% | +45.9% | -79.5% | -43.9% |
| 10Y | +306.0% | +129.0% | +176.9% | +174.9% |
| All | +689.7% | +127.8% | +561.9% | +347.7% |
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