+1,762.4%
ULTA vs EXEL
+412.2%
+1,350.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | -2.8% | +6.7% | -9.5% | -3.9% |
| 3M | +18.7% | +11.5% | +7.2% | +16.4% |
| 6M | -15.0% | +38.8% | -53.8% | -19.9% |
| YTD | -9.2% | +31.6% | -40.8% | -13.8% |
| 1Y | +5.7% | +53.0% | -47.4% | -2.5% |
| 3Y | +32.8% | +160.8% | -128.1% | +9.3% |
| 5Y | +46.0% | +190.1% | -144.1% | +16.2% |
| 10Y | +125.5% | +367.0% | -241.5% | +49.8% |
| All | +1,762.4% | +412.2% | +1,350.3% | +730.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling