+352.1%
IDXX vs ULTA
+132.3%
+219.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -0.9% |
| 7D | -5.7% | -3.1% | -2.7% | -5.0% |
| 30D | -11.5% | +2.8% | -14.3% | -12.3% |
| 3M | -9.5% | +14.8% | -24.3% | -12.8% |
| 6M | -16.0% | -16.2% | +0.3% | -12.8% |
| YTD | -25.4% | -9.6% | -15.8% | -24.2% |
| 1Y | -21.8% | +4.8% | -26.5% | -23.8% |
| 3Y | +7.0% | +30.7% | -23.7% | -4.0% |
| 5Y | -26.0% | +45.9% | -71.8% | -35.8% |
| All | +352.1% | +132.3% | +219.8% | +230.8% |
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 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