+36.1%
JCI vs ULTA
+6.6%
+29.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +3.8% | +9.0% | -5.2% | +3.3% |
| 30D | -5.7% | +4.6% | -10.2% | -5.8% |
| 3M | -1.4% | +22.0% | -23.4% | -2.9% |
| 6M | +4.1% | -14.7% | +18.8% | +5.9% |
| YTD | +21.7% | -6.8% | +28.5% | +23.7% |
| 1Y | +36.1% | +6.5% | +29.6% | +37.3% |
| All | +36.1% | +6.6% | +29.5% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling