+216.5%
AZN vs ULTA
+132.3%
+84.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | +0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.2% |
| 30D | +1.1% | +2.8% | -1.7% | +0.7% |
| 3M | -12.1% | +14.8% | -26.9% | -13.6% |
| 6M | -17.1% | -16.2% | -0.9% | -15.8% |
| YTD | -12.0% | -9.6% | -2.4% | -11.4% |
| 1Y | -0.2% | +4.8% | -5.0% | -1.4% |
| 3Y | +26.8% | +30.7% | -3.9% | +20.6% |
| 5Y | +56.9% | +45.9% | +11.0% | +45.6% |
| All | +216.5% | +132.3% | +84.2% | +163.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling