+42.9%
ULTA vs EXEL
+192.6%
-149.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -3.9% | -2.9% | -1.0% | -3.4% |
| 30D | -1.1% | +11.9% | -12.9% | -2.8% |
| 3M | +13.8% | +9.2% | +4.6% | +12.1% |
| 6M | -17.2% | +39.1% | -56.3% | -21.6% |
| YTD | -11.5% | +31.0% | -42.5% | -15.5% |
| 1Y | +3.9% | +52.3% | -48.4% | -3.3% |
| 3Y | +29.5% | +159.7% | -130.3% | +7.8% |
| 5Y | +42.9% | +187.7% | -144.8% | +7.7% |
| All | +42.9% | +192.6% | -149.7% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling