+142.4%
GILD vs ULTA
+44.7%
+97.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -1.0% |
| 7D | -4.8% | -3.1% | -1.7% | -4.5% |
| 30D | +5.8% | +2.8% | +3.0% | +5.4% |
| 3M | +14.9% | +14.8% | +0.2% | +13.1% |
| 6M | -0.4% | -16.2% | +15.9% | +1.1% |
| YTD | +18.5% | -9.6% | +28.2% | +19.3% |
| 1Y | +25.1% | +4.8% | +20.3% | +23.7% |
| 3Y | +105.9% | +30.7% | +75.2% | +95.3% |
| All | +142.4% | +44.7% | +97.8% | +124.3% |
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 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