+152.5%
JPM vs ULTA
+44.7%
+107.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -0.7% | -3.1% | +2.4% | -0.1% |
| 30D | -2.5% | +2.8% | -5.3% | -3.1% |
| 3M | +14.1% | +14.8% | -0.6% | +10.8% |
| 6M | +25.1% | -16.2% | +41.3% | +28.7% |
| YTD | +12.1% | -9.6% | +21.7% | +13.5% |
| 1Y | +18.8% | +4.8% | +14.0% | +16.1% |
| 3Y | +163.4% | +30.7% | +132.7% | +136.6% |
| All | +152.5% | +44.7% | +107.9% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling