+21.6%
IQV vs ULTA
+31.2%
-9.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +1.2% |
| 7D | -2.2% | -3.1% | +0.8% | -1.5% |
| 30D | +8.3% | +2.8% | +5.5% | +7.5% |
| 3M | +44.6% | +14.8% | +29.8% | +39.4% |
| 6M | +52.6% | -16.2% | +68.8% | +57.5% |
| YTD | +16.1% | -9.6% | +25.8% | +17.4% |
| 1Y | +37.3% | +4.8% | +32.5% | +33.1% |
| 3Y | +21.6% | +30.7% | -9.1% | -4.3% |
| All | +21.6% | +31.2% | -9.7% | -4.3% |
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