+93.9%
ILMN vs ULTA
+27.7%
+66.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -5.3% |
| 7D | -21.6% | +6.7% | -28.3% | -22.0% |
| 30D | -22.9% | +21.7% | -44.6% | -24.5% |
| 3M | +11.6% | +21.5% | -9.9% | +9.3% |
| 6M | +62.5% | +27.5% | +35.0% | +57.5% |
| YTD | +72.7% | +9.2% | +63.5% | +65.6% |
| 1Y | +93.9% | +27.9% | +66.0% | +79.6% |
| All | +93.9% | +27.7% | +66.2% | +79.6% |
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 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