+379.0%
SYK vs ULTA
+1,541.3%
-1,162.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.7% |
| 7D | -12.3% | -3.9% | -8.5% | -11.6% |
| 30D | -22.4% | -1.1% | -21.4% | -22.3% |
| 3M | -12.3% | +13.8% | -26.1% | -14.6% |
| 6M | -24.3% | -17.2% | -7.1% | -22.0% |
| YTD | -22.8% | -11.5% | -11.3% | -21.5% |
| 1Y | -28.8% | +3.9% | -32.7% | -30.1% |
| 3Y | -4.0% | +29.5% | -33.4% | -11.9% |
| 5Y | +3.8% | +42.9% | -39.1% | -7.8% |
| 10Y | +172.8% | +124.4% | +48.4% | +110.7% |
| All | +379.0% | +1,541.3% | -1,162.3% | +119.6% |
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 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