+25.4%
MRK vs ULTA
-15.7%
+41.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -5.0% | -3.9% | -1.2% | -4.7% |
| 30D | +11.0% | -1.1% | +12.0% | +10.9% |
| 3M | +22.4% | +13.8% | +8.6% | +21.0% |
| 6M | +25.4% | -17.2% | +42.6% | +26.5% |
| All | +25.4% | -15.7% | +41.1% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling