+1,369.1%
EQIX vs ULTA
+1,560.4%
-191.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +2.3% | -1.8% | +4.1% | +2.7% |
| 30D | +0.4% | -1.2% | +1.7% | +0.5% |
| 3M | -1.1% | +13.4% | -14.5% | -4.1% |
| 6M | +11.5% | -15.6% | +27.1% | +14.5% |
| YTD | +38.2% | -10.4% | +48.7% | +39.9% |
| 1Y | +36.7% | +5.5% | +31.2% | +33.1% |
| 3Y | +44.1% | +31.0% | +13.1% | +30.5% |
| 5Y | +34.8% | +41.8% | -7.0% | +17.9% |
| 10Y | +248.8% | +127.0% | +121.8% | +146.2% |
| All | +1,369.1% | +1,560.4% | -191.3% | +317.0% |
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