+36.1%
VTRS vs ULTA
+1,575.4%
-1,539.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -2.2% | -3.1% | +0.9% | -1.6% |
| 30D | +3.3% | +2.8% | +0.5% | +2.7% |
| 3M | +2.0% | +14.8% | -12.8% | -0.8% |
| 6M | +19.9% | -16.2% | +36.2% | +23.3% |
| YTD | +35.7% | -9.6% | +45.4% | +37.5% |
| 1Y | +68.1% | +4.8% | +63.3% | +65.2% |
| 3Y | +87.1% | +30.7% | +56.4% | +72.5% |
| 5Y | +47.6% | +45.9% | +1.8% | +31.3% |
| 10Y | -48.2% | +129.0% | -177.2% | -60.0% |
| All | +36.1% | +1,575.4% | -1,539.3% | -40.6% |
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