+624.3%
YUM vs ULTA
+1,575.4%
-951.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.5% |
| 7D | -6.1% | -3.1% | -3.0% | -5.4% |
| 30D | -5.8% | +2.8% | -8.6% | -6.5% |
| 3M | -7.6% | +14.8% | -22.4% | -10.7% |
| 6M | -9.1% | -16.2% | +7.1% | -6.5% |
| YTD | -5.5% | -9.6% | +4.1% | -4.6% |
| 1Y | -3.7% | +4.8% | -8.5% | -6.2% |
| 3Y | +17.8% | +30.7% | -12.9% | +6.2% |
| 5Y | +19.3% | +45.9% | -26.6% | +3.1% |
| 10Y | +170.7% | +129.0% | +41.7% | +96.6% |
| All | +624.3% | +1,575.4% | -951.2% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling