+19.7%
QCOM vs ULTA
+67.7%
-48.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | +9.1% | +21.7% | -12.6% | +1.6% |
| 6M | -25.0% | +28.7% | -53.7% | -31.8% |
| YTD | +4.8% | +8.9% | -4.1% | +0.4% |
| 1Y | +3.6% | +26.1% | -22.5% | -6.6% |
| 3Y | +51.5% | +69.1% | -17.6% | +12.8% |
| 5Y | +19.7% | +66.6% | -46.9% | -17.2% |
| All | +19.7% | +67.7% | -48.0% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling