+1,136.8%
JPM vs ULTA
+1,560.4%
-423.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -1.4% | -1.2% | -0.2% | -1.2% |
| 3M | +13.9% | +13.4% | +0.6% | +8.5% |
| 6M | +23.5% | -15.6% | +39.2% | +28.7% |
| YTD | +11.6% | -10.4% | +22.1% | +13.8% |
| 1Y | +21.4% | +5.5% | +15.9% | +16.3% |
| 3Y | +163.4% | +31.0% | +132.5% | +124.5% |
| 5Y | +152.5% | +41.8% | +110.7% | +102.3% |
| 10Y | +592.1% | +127.0% | +465.2% | +319.9% |
| All | +1,136.8% | +1,560.4% | -423.6% | +78.9% |
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