+84.6%
MRK vs ULTA
+27.7%
+56.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.1% | +3.5% |
| 7D | +6.7% | +6.7% | 0.0% | +6.0% |
| 30D | +7.8% | +21.7% | -14.0% | +5.7% |
| 3M | +18.2% | +21.5% | -3.3% | +15.8% |
| 6M | +34.7% | +27.5% | +7.1% | +31.5% |
| YTD | +45.8% | +9.2% | +36.6% | +44.7% |
| 1Y | +84.6% | +27.9% | +56.7% | +83.6% |
| All | +84.6% | +27.7% | +56.9% | +83.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling