+1,129.0%
ABBV vs ULTA
+440.5%
+688.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -4.1% | -1.8% | -2.3% | -3.9% |
| 30D | +1.2% | -1.2% | +2.4% | +1.3% |
| 3M | +12.1% | +13.4% | -1.3% | +10.1% |
| 6M | +12.0% | -15.6% | +27.6% | +14.1% |
| YTD | +12.4% | -10.4% | +22.8% | +13.4% |
| 1Y | +22.9% | +5.5% | +17.5% | +21.1% |
| 3Y | +86.8% | +31.0% | +55.8% | +75.6% |
| 5Y | +181.0% | +41.8% | +139.2% | +156.9% |
| 10Y | +497.0% | +127.0% | +370.0% | +380.8% |
| All | +1,129.0% | +440.5% | +688.5% | +813.1% |
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