+340.5%
JCI vs ULTA
+132.3%
+208.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.2% | +1.7% |
| 7D | +0.7% | -3.1% | +3.8% | +1.6% |
| 30D | -4.4% | +2.8% | -7.2% | -5.3% |
| 3M | +1.7% | +14.8% | -13.1% | -2.5% |
| 6M | +8.8% | -16.2% | +25.0% | +12.9% |
| YTD | +22.6% | -9.6% | +32.3% | +24.4% |
| 1Y | +36.2% | +4.8% | +31.4% | +32.0% |
| 3Y | +168.0% | +30.7% | +137.3% | +136.5% |
| 5Y | +113.5% | +45.9% | +67.6% | +79.3% |
| All | +340.5% | +132.3% | +208.2% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling