-33.2%
VRSK vs ULTA
+5.8%
-39.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -5.2% | -3.1% | -2.1% | -5.0% |
| 30D | -2.3% | +2.8% | -5.1% | -2.6% |
| 3M | -2.9% | +14.8% | -17.7% | -3.2% |
| 6M | -12.8% | -16.2% | +3.4% | -13.9% |
| YTD | -20.8% | -9.6% | -11.2% | -22.3% |
| 1Y | -33.2% | +4.8% | -38.0% | -35.7% |
| All | -33.2% | +5.8% | -39.0% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling