+696.9%
AVGO vs ULTA
+44.7%
+652.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.3% |
| 7D | +1.1% | -3.1% | +4.2% | +2.0% |
| 30D | -13.0% | +2.8% | -15.8% | -13.9% |
| 3M | -6.0% | +14.8% | -20.7% | -10.2% |
| 6M | +6.4% | -16.2% | +22.6% | +11.1% |
| YTD | +5.0% | -9.6% | +14.6% | +6.7% |
| 1Y | +1.4% | +4.8% | -3.4% | -2.2% |
| 3Y | +336.8% | +30.7% | +306.1% | +273.0% |
| All | +696.9% | +44.7% | +652.3% | +505.1% |
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