+400.2%
EMR vs ULTA
+1,583.0%
-1,182.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.2% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | -3.5% | -2.8% | -0.7% | -3.0% |
| 3M | +9.8% | +18.7% | -8.9% | +4.7% |
| 6M | +10.8% | -15.0% | +25.8% | +14.4% |
| YTD | +15.9% | -9.2% | +25.2% | +17.7% |
| 1Y | +16.4% | +5.7% | +10.8% | +13.4% |
| 3Y | +62.1% | +32.8% | +29.3% | +45.5% |
| 5Y | +62.9% | +46.0% | +17.0% | +40.0% |
| 10Y | +267.8% | +125.5% | +142.3% | +166.5% |
| All | +400.2% | +1,583.0% | -1,182.8% | +76.6% |
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