-17.4%
ZBH vs ULTA
+132.3%
-149.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +0.6% |
| 7D | -4.7% | -3.1% | -1.6% | -3.9% |
| 30D | -4.5% | +2.8% | -7.3% | -5.3% |
| 3M | +7.6% | +14.8% | -7.2% | +3.6% |
| 6M | +0.3% | -16.2% | +16.5% | +3.9% |
| YTD | +4.5% | -9.6% | +14.2% | +6.0% |
| 1Y | -9.4% | +4.8% | -14.2% | -11.9% |
| 3Y | -21.5% | +30.7% | -52.2% | -30.7% |
| 5Y | -28.4% | +45.9% | -74.3% | -40.5% |
| All | -17.4% | +132.3% | -149.7% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling