+33.9%
ALNY vs ULTA
+44.7%
-10.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -6.5% | -3.1% | -3.5% | -6.0% |
| 30D | +11.0% | +2.8% | +8.2% | +10.5% |
| 3M | -14.1% | +14.8% | -28.8% | -16.3% |
| 6M | -22.4% | -16.2% | -6.2% | -20.4% |
| YTD | -37.5% | -9.6% | -27.8% | -36.7% |
| 1Y | -46.9% | +4.8% | -51.7% | -47.8% |
| 3Y | +22.1% | +30.7% | -8.6% | +12.6% |
| All | +33.9% | +44.7% | -10.8% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling