+719.2%
ILMN vs ULTA
+1,628.6%
-909.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.9% |
| 7D | +1.2% | +9.0% | -7.8% | -0.9% |
| 30D | +9.2% | +4.6% | +4.6% | +7.8% |
| 3M | +29.8% | +22.0% | +7.9% | +23.4% |
| 6M | +69.2% | -14.7% | +83.9% | +74.1% |
| YTD | +66.4% | -6.8% | +73.1% | +67.2% |
| 1Y | +123.4% | +6.5% | +116.9% | +117.0% |
| 3Y | +33.2% | +35.6% | -2.4% | +20.3% |
| 5Y | -52.0% | +47.6% | -99.6% | -57.8% |
| 10Y | +33.6% | +128.9% | -95.3% | -1.0% |
| All | +719.2% | +1,628.6% | -909.4% | +232.7% |
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