-5.3%
SYK vs ULTA
+25.8%
-31.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +7.5% | +0.2% | +7.2% | +7.4% |
| 30D | +20.4% | +18.7% | +1.7% | +17.5% |
| 3M | -0.3% | +20.5% | -20.7% | -3.0% |
| 6M | +14.2% | +22.0% | -7.9% | +9.9% |
| YTD | -3.8% | +7.4% | -11.2% | -7.6% |
| 1Y | -5.3% | +24.5% | -29.8% | -10.6% |
| All | -5.3% | +25.8% | -31.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling