+192.5%
JNJ vs ULTA
+132.3%
+60.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -3.5% | -3.1% | -0.4% | -3.2% |
| 30D | +2.3% | +2.8% | -0.5% | +2.0% |
| 3M | +12.0% | +14.8% | -2.8% | +10.3% |
| 6M | +10.5% | -16.2% | +26.7% | +12.0% |
| YTD | +30.4% | -9.6% | +40.0% | +31.1% |
| 1Y | +52.1% | +4.8% | +47.4% | +50.4% |
| 3Y | +77.8% | +30.7% | +47.1% | +69.6% |
| 5Y | +82.9% | +45.9% | +37.0% | +69.6% |
| All | +192.5% | +132.3% | +60.2% | +140.2% |
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