+29.7%
EQIX vs ULTA
+27.7%
+2.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.2% | +3.7% |
| 7D | +4.6% | +6.7% | -2.1% | +4.4% |
| 30D | +3.0% | +21.7% | -18.7% | +2.3% |
| 3M | +0.7% | +21.5% | -20.8% | +0.2% |
| 6M | -1.7% | +27.5% | -29.3% | -2.4% |
| YTD | +39.7% | +9.2% | +30.5% | +37.3% |
| 1Y | +29.7% | +27.9% | +1.9% | +24.4% |
| All | +29.7% | +27.7% | +2.0% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling