+30.7%
ULTA vs EXEL
+154.7%
-124.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.4% |
| 7D | -3.1% | -4.9% | +1.8% | -2.5% |
| 30D | +2.8% | +11.4% | -8.6% | +1.4% |
| 3M | +14.8% | +4.9% | +9.9% | +14.0% |
| 6M | -16.2% | +34.4% | -50.6% | -19.2% |
| YTD | -9.6% | +28.0% | -37.7% | -12.4% |
| 1Y | +4.8% | +43.6% | -38.9% | +0.2% |
| 3Y | +30.7% | +155.2% | -124.5% | +20.2% |
| All | +30.7% | +154.7% | -124.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling