+103.4%
AMGN vs ULTA
+44.7%
+58.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | -13.7% | -3.1% | -10.6% | -13.4% |
| 30D | -8.8% | +2.8% | -11.6% | -9.1% |
| 3M | +7.2% | +14.8% | -7.6% | +5.6% |
| 6M | +1.3% | -16.2% | +17.5% | +2.7% |
| YTD | +17.6% | -9.6% | +27.3% | +18.4% |
| 1Y | +37.2% | +4.8% | +32.4% | +35.8% |
| 3Y | +57.7% | +30.7% | +27.1% | +49.9% |
| All | +103.4% | +44.7% | +58.8% | +88.5% |
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