-54.8%
ILMN vs ULTA
+39.1%
-94.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -9.2% | -3.9% | -5.3% | -7.8% |
| 30D | +4.4% | -1.1% | +5.4% | +4.6% |
| 3M | +23.9% | +13.8% | +10.1% | +17.2% |
| 6M | +64.5% | -17.2% | +81.7% | +74.4% |
| YTD | +53.5% | -11.5% | +64.9% | +57.3% |
| 1Y | +110.8% | +3.9% | +106.9% | +101.0% |
| 3Y | +30.7% | +29.5% | +1.2% | +8.1% |
| 5Y | -54.8% | +42.9% | -97.7% | -66.1% |
| All | -54.8% | +39.1% | -94.0% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling