+5.9%
ABT vs ULTA
+31.2%
-25.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.5% |
| 7D | -5.9% | -3.1% | -2.8% | -5.7% |
| 30D | -8.1% | +2.8% | -10.9% | -8.2% |
| 3M | +14.5% | +14.8% | -0.2% | +13.6% |
| 6M | -6.3% | -16.2% | +9.9% | -6.0% |
| YTD | -17.1% | -9.6% | -7.5% | -17.1% |
| 1Y | -21.4% | +4.8% | -26.1% | -21.8% |
| 3Y | +5.9% | +30.7% | -24.8% | +6.6% |
| All | +5.9% | +31.2% | -25.3% | +6.6% |
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 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