+69.8%
TEVA vs ULTA
+25.8%
+44.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +6.8% | +18.7% | -12.0% | +3.3% |
| 3M | +20.3% | +20.5% | -0.1% | +16.0% |
| 6M | +16.5% | +22.0% | -5.5% | +11.8% |
| YTD | +33.9% | +7.4% | +26.5% | +32.2% |
| 1Y | +69.8% | +24.5% | +45.3% | +63.2% |
| All | +69.8% | +25.8% | +44.1% | +63.2% |
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