+51.9%
QCOM vs ULTA
+69.4%
-17.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +1.2% | +16.1% | -14.9% | -2.5% |
| 3M | +9.1% | +21.7% | -12.6% | +3.7% |
| 6M | -25.0% | +28.7% | -53.7% | -29.7% |
| YTD | +4.8% | +8.9% | -4.1% | +1.8% |
| 1Y | +3.6% | +26.1% | -22.5% | -3.5% |
| All | +51.9% | +69.4% | -17.4% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling