+146.5%
GSK vs ULTA
+1,583.0%
-1,436.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.4% |
| 7D | -4.2% | +0.7% | -4.8% | -4.3% |
| 30D | -7.5% | -2.8% | -4.7% | -7.3% |
| 3M | -3.3% | +18.7% | -22.0% | -5.3% |
| 6M | -9.3% | -15.0% | +5.7% | -8.0% |
| YTD | +1.6% | -9.2% | +10.8% | +2.3% |
| 1Y | +25.5% | +5.7% | +19.8% | +24.0% |
| 3Y | +49.3% | +32.8% | +16.5% | +41.8% |
| 5Y | +46.7% | +46.0% | +0.7% | +36.0% |
| 10Y | +76.8% | +125.5% | -48.7% | +49.0% |
| All | +146.5% | +1,583.0% | -1,436.5% | +44.6% |
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