-6.8%
AVGO vs ULTA
+27.7%
-34.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.1% |
| 7D | -7.5% | +6.7% | -14.2% | -7.7% |
| 30D | -10.2% | +21.7% | -32.0% | -11.1% |
| 3M | -22.0% | +21.5% | -43.5% | -22.7% |
| 6M | -21.6% | +27.5% | -49.1% | -22.4% |
| YTD | -5.4% | +9.2% | -14.6% | -5.0% |
| 1Y | -6.8% | +27.9% | -34.7% | -6.3% |
| All | -6.8% | +27.7% | -34.5% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling