+37.8%
EQIX vs ULTA
+6.6%
+31.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.5% |
| 7D | -0.8% | +9.0% | -9.8% | -1.1% |
| 30D | -1.4% | +4.6% | -6.0% | -1.5% |
| 3M | -4.4% | +22.0% | -26.4% | -5.2% |
| 6M | +7.9% | -14.7% | +22.7% | +8.5% |
| YTD | +37.3% | -6.8% | +44.0% | +36.3% |
| 1Y | +37.8% | +6.5% | +31.3% | +34.8% |
| All | +37.8% | +6.6% | +31.2% | +34.8% |
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