+1,011.9%
JCI vs ULTA
+1,560.4%
-548.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | -3.8% | -1.2% | -2.6% | -3.7% |
| 3M | -1.6% | +13.4% | -15.0% | -4.7% |
| 6M | +9.5% | -15.6% | +25.2% | +12.7% |
| YTD | +21.7% | -10.4% | +32.2% | +23.4% |
| 1Y | +37.1% | +5.5% | +31.7% | +33.6% |
| 3Y | +165.2% | +31.0% | +134.2% | +140.7% |
| 5Y | +110.3% | +41.8% | +68.5% | +85.4% |
| 10Y | +341.0% | +127.0% | +214.0% | +230.7% |
| All | +1,011.9% | +1,560.4% | -548.5% | +304.9% |
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