+457.4%
ULTA vs FIVN
+280.5%
+176.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -3.9% | -11.3% | +7.4% | -2.4% |
| 30D | -1.1% | -7.3% | +6.2% | -0.3% |
| 3M | +13.8% | +41.7% | -27.9% | +8.5% |
| 6M | -17.2% | +78.3% | -95.5% | -24.1% |
| YTD | -11.5% | +50.9% | -62.3% | -17.5% |
| 1Y | +3.9% | +19.7% | -15.7% | -0.6% |
| 3Y | +29.5% | -55.7% | +85.2% | +36.0% |
| 5Y | +42.9% | -82.6% | +125.5% | +60.0% |
| 10Y | +124.4% | +113.6% | +10.7% | +92.9% |
| All | +457.4% | +280.5% | +176.9% | +361.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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