+576.1%
INTC vs ULTA
+1,560.4%
-984.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | +18.0% | -1.8% | +19.8% | +18.4% |
| 30D | +8.9% | -1.2% | +10.2% | +8.9% |
| 3M | -1.6% | +13.4% | -14.9% | -4.9% |
| 6M | +133.1% | -15.6% | +148.7% | +139.8% |
| YTD | +187.9% | -10.4% | +198.4% | +192.3% |
| 1Y | +334.7% | +5.5% | +329.2% | +324.9% |
| 3Y | +184.2% | +31.0% | +153.2% | +160.4% |
| 5Y | +116.0% | +41.8% | +74.2% | +92.2% |
| 10Y | +270.0% | +127.0% | +143.0% | +180.3% |
| All | +576.1% | +1,560.4% | -984.3% | +155.6% |
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 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