+1,775.8%
JBL vs ULTA
+1,541.3%
+234.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.4% |
| 7D | -1.0% | -3.9% | +2.8% | +0.2% |
| 30D | -15.1% | -1.1% | -14.0% | -15.1% |
| 3M | -14.0% | +13.8% | -27.8% | -18.3% |
| 6M | +20.6% | -17.2% | +37.9% | +26.1% |
| YTD | +32.9% | -11.5% | +44.4% | +35.8% |
| 1Y | +40.5% | +3.9% | +36.6% | +35.5% |
| 3Y | +183.7% | +29.5% | +154.3% | +147.1% |
| 5Y | +388.3% | +42.9% | +345.4% | +305.0% |
| 10Y | +1,464.9% | +124.4% | +1,340.6% | +938.5% |
| All | +1,775.8% | +1,541.3% | +234.5% | +358.7% |
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