+1,754.1%
ULTA vs SNY
+123.4%
+1,630.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -3.1% | -3.3% | +0.2% | -1.8% |
| 30D | +2.8% | -2.2% | +4.9% | +3.6% |
| 3M | +14.8% | -3.0% | +17.8% | +15.9% |
| 6M | -16.2% | +2.7% | -19.0% | -17.4% |
| YTD | -9.6% | -6.8% | -2.8% | -7.6% |
| 1Y | +4.8% | -5.3% | +10.0% | +6.1% |
| 3Y | +30.7% | -9.8% | +40.5% | +30.1% |
| 5Y | +45.9% | +9.7% | +36.2% | +30.2% |
| 10Y | +129.0% | +64.5% | +64.5% | +64.3% |
| All | +1,754.1% | +123.4% | +1,630.7% | +812.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling