+624.6%
JNJ vs ULTA
+1,541.3%
-916.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -4.3% | -3.9% | -0.5% | -4.0% |
| 30D | +3.0% | -1.1% | +4.1% | +3.1% |
| 3M | +12.2% | +13.8% | -1.5% | +10.8% |
| 6M | +10.5% | -17.2% | +27.7% | +12.0% |
| YTD | +30.8% | -11.5% | +42.2% | +31.7% |
| 1Y | +54.9% | +3.9% | +51.0% | +53.5% |
| 3Y | +80.7% | +29.5% | +51.2% | +73.5% |
| 5Y | +83.4% | +42.9% | +40.5% | +72.6% |
| 10Y | +195.7% | +124.4% | +71.3% | +156.9% |
| All | +624.6% | +1,541.3% | -916.7% | +372.2% |
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 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