+42.8%
EQIX vs ULTA
+31.2%
+11.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.1% |
| 7D | +0.2% | -3.1% | +3.2% | +0.5% |
| 30D | -2.5% | +2.8% | -5.3% | -2.9% |
| 3M | 0.0% | +14.8% | -14.8% | -2.0% |
| 6M | +7.6% | -16.2% | +23.9% | +9.9% |
| YTD | +37.5% | -9.6% | +47.1% | +38.4% |
| 1Y | +32.9% | +4.8% | +28.1% | +30.3% |
| 3Y | +42.8% | +30.7% | +12.1% | +30.2% |
| All | +42.8% | +31.2% | +11.5% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling