+23.4%
REGN vs ULTA
+44.7%
-21.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -5.6% | -3.1% | -2.5% | -5.2% |
| 30D | -2.0% | +2.8% | -4.8% | -2.3% |
| 3M | +28.0% | +14.8% | +13.2% | +25.6% |
| 6M | +1.2% | -16.2% | +17.4% | +2.7% |
| YTD | +1.6% | -9.6% | +11.3% | +2.2% |
| 1Y | +38.2% | +4.8% | +33.5% | +36.5% |
| 3Y | -5.4% | +30.7% | -36.0% | -11.1% |
| All | +23.4% | +44.7% | -21.3% | +13.6% |
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