-39.3%
DXCM vs ULTA
+44.0%
-83.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | -6.5% | -1.8% | -4.7% | -5.9% |
| 30D | -4.3% | -1.2% | -3.1% | -4.1% |
| 3M | +7.3% | +13.4% | -6.1% | +2.6% |
| 6M | +22.0% | -15.6% | +37.7% | +27.4% |
| YTD | +26.4% | -10.4% | +36.8% | +29.2% |
| 1Y | +7.0% | +5.5% | +1.5% | +3.0% |
| 3Y | -19.6% | +31.0% | -50.6% | -33.2% |
| 5Y | -39.3% | +41.8% | -81.1% | -54.3% |
| All | -39.3% | +44.0% | -83.3% | -54.3% |
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 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