+77.8%
JNJ vs ULTA
+31.2%
+46.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -3.5% | -3.1% | -0.4% | -3.4% |
| 30D | +2.3% | +2.8% | -0.5% | +2.2% |
| 3M | +12.0% | +14.8% | -2.8% | +11.2% |
| 6M | +10.5% | -16.2% | +26.7% | +11.1% |
| YTD | +30.4% | -9.6% | +40.0% | +30.6% |
| 1Y | +52.1% | +4.8% | +47.4% | +51.1% |
| 3Y | +77.8% | +30.7% | +47.1% | +70.4% |
| All | +77.8% | +31.2% | +46.6% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling