+244.0%
EQIX vs ULTA
+132.3%
+111.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.1% |
| 7D | +0.2% | -3.1% | +3.2% | +0.6% |
| 30D | -2.5% | +2.8% | -5.3% | -2.9% |
| 3M | 0.0% | +14.8% | -14.8% | -2.2% |
| 6M | +7.6% | -16.2% | +23.9% | +9.8% |
| YTD | +37.5% | -9.6% | +47.1% | +38.5% |
| 1Y | +32.9% | +4.8% | +28.1% | +30.7% |
| 3Y | +42.8% | +30.7% | +12.1% | +33.5% |
| 5Y | +35.8% | +45.9% | -10.1% | +23.9% |
| All | +244.0% | +132.3% | +111.7% | +180.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling