-21.8%
DXCM vs ULTA
+30.1%
-51.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.5% |
| 7D | -6.5% | -1.8% | -4.7% | -6.2% |
| 30D | -4.3% | -1.2% | -3.1% | -4.2% |
| 3M | +7.3% | +13.4% | -6.1% | +4.6% |
| 6M | +22.0% | -15.6% | +37.7% | +24.6% |
| YTD | +26.4% | -10.4% | +36.8% | +27.8% |
| 1Y | +7.0% | +5.5% | +1.5% | +5.1% |
| All | -21.8% | +30.1% | -51.9% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling