+16.7%
VEEV vs ULTA
+31.2%
-14.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.1% |
| 7D | -4.6% | -3.1% | -1.5% | -3.9% |
| 30D | +8.6% | +2.8% | +5.9% | +7.8% |
| 3M | +62.4% | +14.8% | +47.7% | +56.9% |
| 6M | +40.3% | -16.2% | +56.5% | +45.2% |
| YTD | +17.5% | -9.6% | +27.2% | +19.2% |
| 1Y | -6.1% | +4.8% | -10.9% | -8.7% |
| 3Y | +16.7% | +30.7% | -14.0% | -0.9% |
| All | +16.7% | +31.2% | -14.6% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling