+38.9%
QCOM vs ULTA
+44.0%
-5.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.8% |
| 7D | +4.4% | -1.8% | +6.1% | +4.9% |
| 30D | +9.4% | -1.2% | +10.6% | +9.6% |
| 3M | -13.7% | +13.4% | -27.0% | -17.7% |
| 6M | +28.9% | -15.6% | +44.5% | +35.3% |
| YTD | +4.7% | -10.4% | +15.2% | +7.4% |
| 1Y | +13.5% | +5.5% | +8.0% | +9.1% |
| 3Y | +77.1% | +31.0% | +46.1% | +47.2% |
| 5Y | +38.9% | +41.8% | -2.9% | +4.4% |
| All | +38.9% | +44.0% | -5.1% | +4.4% |
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