+25.9%
VZ vs ULTA
+44.9%
-18.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.7% |
| 7D | +0.2% | +0.7% | -0.4% | +0.2% |
| 30D | +7.1% | -2.8% | +9.9% | +7.2% |
| 3M | +12.8% | +18.7% | -5.8% | +11.9% |
| 6M | +1.8% | -15.0% | +16.8% | +2.2% |
| YTD | +30.0% | -9.2% | +39.2% | +30.1% |
| 1Y | +24.3% | +5.7% | +18.7% | +23.5% |
| 3Y | +84.3% | +32.8% | +51.5% | +79.4% |
| 5Y | +25.9% | +46.0% | -20.0% | +21.8% |
| All | +25.9% | +44.9% | -18.9% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling