+6.5%
ULTA vs SNY
+2.0%
+4.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +9.0% | -1.3% | +10.3% | +9.4% |
| 30D | +4.6% | +3.4% | +1.2% | +3.5% |
| 3M | +22.0% | -0.3% | +22.3% | +21.9% |
| 6M | -14.7% | +1.0% | -15.7% | -15.1% |
| YTD | -6.8% | -3.6% | -3.1% | -6.3% |
| 1Y | +6.5% | +3.0% | +3.5% | +8.4% |
| All | +6.5% | +2.0% | +4.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling