+36.2%
ILMN vs ULTA
+30.1%
+6.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.4% |
| 7D | -3.9% | -1.8% | -2.1% | -3.3% |
| 30D | +6.9% | -1.2% | +8.1% | +7.2% |
| 3M | +28.1% | +13.4% | +14.7% | +22.3% |
| 6M | +65.0% | -15.6% | +80.6% | +72.6% |
| YTD | +56.3% | -10.4% | +66.7% | +58.9% |
| 1Y | +108.7% | +5.5% | +103.3% | +98.3% |
| All | +36.2% | +30.1% | +6.1% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling