+941.9%
UNH vs ULTA
+1,541.3%
-599.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -3.2% | -3.9% | +0.7% | -2.5% |
| 30D | -3.5% | -1.1% | -2.4% | -3.4% |
| 3M | -4.2% | +13.8% | -17.9% | -6.3% |
| 6M | +38.3% | -17.2% | +55.6% | +41.7% |
| YTD | +19.2% | -11.5% | +30.7% | +20.8% |
| 1Y | +15.0% | +3.9% | +11.1% | +13.1% |
| 3Y | -14.5% | +29.5% | -44.0% | -20.9% |
| 5Y | +4.6% | +42.9% | -38.3% | -6.6% |
| 10Y | +241.1% | +124.4% | +116.8% | +166.3% |
| All | +941.9% | +1,541.3% | -599.4% | +398.8% |
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