-48.1%
DXCM vs ULTA
+65.2%
-113.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | +4.9% | +2.5% | +2.5% | +4.1% |
| 30D | -0.2% | +11.5% | -11.7% | -3.6% |
| 3M | -8.9% | +28.1% | -37.1% | -16.2% |
| 6M | +42.3% | +34.2% | +8.0% | +28.3% |
| YTD | +25.6% | +9.2% | +16.4% | +20.3% |
| 1Y | +39.5% | +23.7% | +15.8% | +27.5% |
| 3Y | -15.3% | +69.2% | -84.5% | -37.1% |
| All | -48.1% | +65.2% | -113.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling