+302.1%
IBM vs ULTA
+1,628.6%
-1,326.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -0.3% | +9.0% | -9.3% | -1.8% |
| 30D | +0.3% | +4.6% | -4.3% | -0.6% |
| 3M | -21.6% | +22.0% | -43.6% | -24.3% |
| 6M | -4.7% | -14.7% | +10.0% | -2.6% |
| YTD | -19.1% | -6.8% | -12.3% | -18.6% |
| 1Y | -2.5% | +6.5% | -9.0% | -4.4% |
| 3Y | +74.2% | +35.6% | +38.6% | +60.9% |
| 5Y | +113.1% | +47.6% | +65.5% | +90.5% |
| 10Y | +133.5% | +128.9% | +4.6% | +84.1% |
| All | +302.1% | +1,628.6% | -1,326.4% | +85.8% |
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 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