+3,721.7%
DXCM vs ULTA
+1,628.6%
+2,093.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -3.2% | +9.0% | -12.2% | -5.8% |
| 30D | +6.3% | +4.6% | +1.8% | +4.6% |
| 3M | +21.1% | +22.0% | -0.9% | +13.5% |
| 6M | +20.6% | -14.7% | +35.3% | +25.3% |
| YTD | +32.4% | -6.8% | +39.2% | +33.7% |
| 1Y | +8.8% | +6.5% | +2.3% | +4.8% |
| 3Y | -13.7% | +35.6% | -49.3% | -26.0% |
| 5Y | -35.2% | +47.6% | -82.8% | -46.3% |
| 10Y | +281.8% | +128.9% | +152.9% | +144.5% |
| All | +3,721.7% | +1,628.6% | +2,093.2% | +626.7% |
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 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