+17.8%
YUM vs ULTA
+31.2%
-13.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -6.1% | -3.1% | -3.0% | -5.9% |
| 30D | -5.8% | +2.8% | -8.6% | -6.1% |
| 3M | -7.6% | +14.8% | -22.4% | -8.7% |
| 6M | -9.1% | -16.2% | +7.1% | -8.2% |
| YTD | -5.5% | -9.6% | +4.1% | -5.3% |
| 1Y | -3.7% | +4.8% | -8.5% | -5.0% |
| 3Y | +17.8% | +30.7% | -12.9% | +12.2% |
| All | +17.8% | +31.2% | -13.4% | +12.2% |
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