+582.8%
QCOM vs ULTA
+1,894.7%
-1,311.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | +13.0% | +0.2% | +12.8% | +13.0% |
| 30D | +0.2% | +12.4% | -12.3% | -2.4% |
| 3M | +9.2% | +22.4% | -13.2% | +4.3% |
| 6M | -15.0% | +28.9% | -43.9% | -20.0% |
| YTD | +5.2% | +7.6% | -2.4% | +2.6% |
| 1Y | +2.4% | +21.6% | -19.2% | -3.1% |
| 3Y | +52.0% | +67.0% | -15.1% | +31.4% |
| 5Y | +19.7% | +64.2% | -44.4% | +3.4% |
| 10Y | +246.9% | +172.5% | +74.4% | +152.4% |
| All | +582.8% | +1,894.7% | -1,311.9% | +151.8% |
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