+32,355.3%
AVGO vs ULTA
+4,894.4%
+27,461.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +3.7% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -13.8% | -2.8% | -11.0% | -13.4% |
| 3M | -6.9% | +18.7% | -25.6% | -12.1% |
| 6M | +11.9% | -15.0% | +27.0% | +16.0% |
| YTD | +6.9% | -9.2% | +16.1% | +8.3% |
| 1Y | +7.4% | +5.7% | +1.7% | +3.4% |
| 3Y | +345.6% | +32.8% | +312.8% | +288.9% |
| 5Y | +718.9% | +46.0% | +672.9% | +579.9% |
| 10Y | +2,755.4% | +125.5% | +2,629.9% | +1,790.7% |
| All | +32,355.3% | +4,894.4% | +27,461.0% | +10,177.2% |
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