-25.0%
TEVA vs ULTA
+132.3%
-157.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +1.5% |
| 7D | +2.0% | -3.1% | +5.1% | +2.9% |
| 30D | +1.0% | +2.8% | -1.8% | +0.1% |
| 3M | +7.3% | +14.8% | -7.4% | +2.9% |
| 6M | +21.7% | -16.2% | +37.9% | +26.6% |
| YTD | +18.8% | -9.6% | +28.5% | +20.9% |
| 1Y | +86.5% | +4.8% | +81.7% | +81.1% |
| 3Y | +269.4% | +30.7% | +238.7% | +222.3% |
| 5Y | +303.6% | +45.9% | +257.7% | +227.5% |
| All | -25.0% | +132.3% | -157.3% | -54.4% |
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