+409.4%
GE vs ULTA
+44.7%
+364.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.6% |
| 7D | -4.0% | -3.1% | -0.9% | -3.3% |
| 30D | -11.4% | +2.8% | -14.2% | -12.1% |
| 3M | -2.6% | +14.8% | -17.4% | -6.0% |
| 6M | -0.3% | -16.2% | +15.9% | +3.1% |
| YTD | +5.4% | -9.6% | +15.0% | +7.1% |
| 1Y | +15.5% | +4.8% | +10.8% | +13.0% |
| 3Y | +260.8% | +30.7% | +230.1% | +217.3% |
| All | +409.4% | +44.7% | +364.7% | +306.0% |
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