+1,754.1%
ULTA vs DGX
+497.2%
+1,256.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.3% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | +2.8% | -1.2% | +4.0% | +3.3% |
| 3M | +14.8% | +15.8% | -1.0% | +7.1% |
| 6M | -16.2% | +18.2% | -34.4% | -22.7% |
| YTD | -9.6% | +37.2% | -46.8% | -22.5% |
| 1Y | +4.8% | +30.4% | -25.6% | -8.4% |
| 3Y | +30.7% | +96.7% | -66.0% | -8.7% |
| 5Y | +45.9% | +67.2% | -21.3% | +8.0% |
| 10Y | +129.0% | +253.9% | -124.9% | +5.8% |
| All | +1,754.1% | +497.2% | +1,256.9% | +485.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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