+820.3%
GILD vs ULTA
+1,575.4%
-755.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 6M | -0.4% | -16.2% | +15.9% | +1.4% |
| YTD | +18.5% | -9.6% | +28.2% | +19.4% |
| 1Y | +25.1% | +4.8% | +20.3% | +23.7% |
| 3Y | +105.9% | +30.7% | +75.2% | +95.5% |
| 5Y | +143.0% | +45.9% | +97.1% | +125.3% |
| 10Y | +162.4% | +129.0% | +33.4% | +119.6% |
| All | +820.3% | +1,575.4% | -755.2% | +455.4% |
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