+76.7%
GSK vs ULTA
+132.3%
-55.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -3.5% | -3.1% | -0.5% | -3.2% |
| 30D | -3.4% | +2.8% | -6.2% | -3.8% |
| 3M | -8.1% | +14.8% | -22.9% | -9.8% |
| 6M | -11.1% | -16.2% | +5.1% | -9.6% |
| YTD | +0.7% | -9.6% | +10.4% | +1.5% |
| 1Y | +20.1% | +4.8% | +15.4% | +18.7% |
| 3Y | +46.1% | +30.7% | +15.4% | +38.6% |
| 5Y | +48.2% | +45.9% | +2.4% | +36.3% |
| All | +76.7% | +132.3% | -55.6% | +43.8% |
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