+197.1%
ABT vs ULTA
+132.3%
+64.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.7% |
| 7D | -5.9% | -3.1% | -2.8% | -5.5% |
| 30D | -8.1% | +2.8% | -10.9% | -8.5% |
| 3M | +14.5% | +14.8% | -0.2% | +12.1% |
| 6M | -6.3% | -16.2% | +9.9% | -4.4% |
| YTD | -17.1% | -9.6% | -7.5% | -16.4% |
| 1Y | -21.4% | +4.8% | -26.1% | -22.6% |
| 3Y | +5.9% | +30.7% | -24.8% | -1.1% |
| 5Y | -12.8% | +45.9% | -58.6% | -21.2% |
| All | +197.1% | +132.3% | +64.8% | +137.0% |
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