+56.0%
ILMN vs ULTA
+174.9%
-118.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -2.9% | +2.5% | -5.3% | -3.5% |
| 30D | -23.8% | +11.5% | -35.3% | -26.2% |
| 3M | +7.5% | +28.1% | -20.7% | -0.1% |
| 6M | +42.8% | +34.2% | +8.5% | +30.3% |
| YTD | +57.8% | +9.2% | +48.6% | +51.4% |
| 1Y | +72.6% | +23.7% | +48.9% | +59.1% |
| 3Y | +129.3% | +69.2% | +60.2% | +88.9% |
| 5Y | -44.5% | +66.6% | -111.1% | -54.4% |
| All | +56.0% | +174.9% | -118.8% | -0.4% |
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