+38.6%
GILD vs ULTA
+25.8%
+12.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | +13.6% | +18.2% | -4.6% | +11.0% |
| 3M | +28.3% | +19.7% | +8.6% | +24.8% |
| 6M | +23.9% | +20.5% | +3.4% | +20.1% |
| YTD | +38.4% | +6.6% | +31.8% | +35.4% |
| 1Y | +38.6% | +26.5% | +12.1% | +36.1% |
| All | +38.6% | +25.8% | +12.8% | +36.1% |
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 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