+350.3%
VIAV vs ULTA
+1,541.3%
-1,190.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.2% |
| 7D | +11.2% | -3.9% | +15.1% | +12.5% |
| 30D | -2.6% | -1.1% | -1.5% | -2.9% |
| 3M | -20.1% | +13.8% | -33.9% | -24.2% |
| 6M | +25.8% | -17.2% | +43.1% | +31.1% |
| YTD | +109.9% | -11.5% | +121.3% | +113.3% |
| 1Y | +214.3% | +3.9% | +210.4% | +202.2% |
| 3Y | +281.6% | +29.5% | +252.2% | +229.1% |
| 5Y | +132.6% | +42.9% | +89.7% | +88.5% |
| 10Y | +396.7% | +124.4% | +272.3% | +205.1% |
| All | +350.3% | +1,541.3% | -1,190.9% | -19.5% |
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