+504.9%
ABBV vs ULTA
+132.3%
+372.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | +0.3% | -3.1% | +3.3% | +0.7% |
| 30D | +3.4% | +2.8% | +0.6% | +2.9% |
| 3M | +15.2% | +14.8% | +0.4% | +12.8% |
| 6M | +14.7% | -16.2% | +30.9% | +17.0% |
| YTD | +15.2% | -9.6% | +24.8% | +16.1% |
| 1Y | +20.4% | +4.8% | +15.6% | +18.6% |
| 3Y | +91.3% | +30.7% | +60.7% | +79.4% |
| 5Y | +189.6% | +45.9% | +143.7% | +161.8% |
| All | +504.9% | +132.3% | +372.6% | +375.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling