+384.5%
DXCM vs ULTA
+174.9%
+209.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | +4.9% | +2.5% | +2.5% | +4.3% |
| 30D | -0.2% | +11.5% | -11.7% | -3.0% |
| 3M | -8.9% | +28.1% | -37.1% | -15.0% |
| 6M | +42.3% | +34.2% | +8.0% | +30.7% |
| YTD | +25.6% | +9.2% | +16.4% | +21.2% |
| 1Y | +39.5% | +23.7% | +15.8% | +29.8% |
| 3Y | -15.3% | +69.2% | -84.5% | -30.6% |
| 5Y | -48.4% | +66.6% | -115.1% | -57.8% |
| All | +384.5% | +174.9% | +209.7% | +213.3% |
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