+409.5%
MRK vs ULTA
+1,575.4%
-1,165.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -4.3% | -3.1% | -1.2% | -3.9% |
| 30D | +8.3% | +2.8% | +5.5% | +7.9% |
| 3M | +20.0% | +14.8% | +5.3% | +17.8% |
| 6M | +25.7% | -16.2% | +41.9% | +27.8% |
| YTD | +38.7% | -9.6% | +48.4% | +39.7% |
| 1Y | +74.7% | +4.8% | +69.9% | +72.5% |
| 3Y | +45.4% | +30.7% | +14.7% | +37.6% |
| 5Y | +129.0% | +45.9% | +83.2% | +110.6% |
| 10Y | +228.0% | +129.0% | +99.0% | +169.5% |
| All | +409.5% | +1,575.4% | -1,165.9% | +162.7% |
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 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