+511.0%
IQV vs ULTA
+488.7%
+22.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.4% |
| 7D | -5.3% | -3.9% | -1.4% | -4.2% |
| 30D | +5.5% | -1.1% | +6.6% | +5.6% |
| 3M | +41.2% | +13.8% | +27.5% | +35.9% |
| 6M | +50.5% | -17.2% | +67.8% | +57.1% |
| YTD | +14.1% | -11.5% | +25.6% | +16.7% |
| 1Y | +39.9% | +3.9% | +36.0% | +36.2% |
| 3Y | +20.5% | +29.5% | -9.0% | +7.1% |
| 5Y | -1.2% | +42.9% | -44.1% | -16.0% |
| 10Y | +233.9% | +124.4% | +109.5% | +132.8% |
| All | +511.0% | +488.7% | +22.3% | +313.0% |
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