+524.1%
ABT vs ULTA
+1,560.4%
-1,036.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | -4.7% | -1.8% | -3.0% | -4.6% |
| 30D | -3.1% | -1.2% | -1.9% | -3.0% |
| 3M | +16.1% | +13.4% | +2.8% | +14.4% |
| 6M | -5.3% | -15.6% | +10.3% | -3.9% |
| YTD | -14.4% | -10.4% | -4.0% | -13.8% |
| 1Y | -18.4% | +5.5% | -23.9% | -19.4% |
| 3Y | +11.2% | +31.0% | -19.8% | +5.6% |
| 5Y | -9.4% | +41.8% | -51.2% | -15.6% |
| 10Y | +209.7% | +127.0% | +82.8% | +163.3% |
| All | +524.1% | +1,560.4% | -1,036.3% | +303.4% |
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