+97.5%
REGN vs ULTA
+132.3%
-34.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -5.6% | -3.1% | -2.5% | -5.3% |
| 30D | -2.0% | +2.8% | -4.8% | -2.3% |
| 3M | +28.0% | +14.8% | +13.2% | +25.9% |
| 6M | +1.2% | -16.2% | +17.4% | +2.6% |
| YTD | +1.6% | -9.6% | +11.3% | +2.3% |
| 1Y | +38.2% | +4.8% | +33.5% | +36.8% |
| 3Y | -5.4% | +30.7% | -36.0% | -9.9% |
| 5Y | +21.3% | +45.9% | -24.6% | +13.3% |
| All | +97.5% | +132.3% | -34.8% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling