-6.6%
IBM vs ULTA
+3.6%
-10.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.3% |
| 7D | -0.3% | -3.9% | +3.6% | +0.3% |
| 30D | -1.8% | -1.1% | -0.8% | -1.8% |
| 3M | -13.5% | +13.8% | -27.2% | -15.0% |
| 6M | -5.1% | -17.2% | +12.1% | -4.7% |
| YTD | -19.4% | -11.5% | -7.9% | -19.0% |
| All | -6.6% | +3.6% | -10.2% | -5.5% |
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