+60.0%
ZBH vs ULTA
+1,541.3%
-1,481.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.1% |
| 7D | -6.6% | -3.9% | -2.7% | -5.9% |
| 30D | -4.9% | -1.1% | -3.9% | -4.8% |
| 3M | +5.1% | +13.8% | -8.7% | +2.5% |
| 6M | +1.3% | -17.2% | +18.6% | +4.3% |
| YTD | +3.4% | -11.5% | +14.8% | +4.9% |
| 1Y | -8.7% | +3.9% | -12.6% | -10.3% |
| 3Y | -21.2% | +29.5% | -50.7% | -27.5% |
| 5Y | -29.2% | +42.9% | -72.1% | -37.0% |
| 10Y | -17.5% | +124.4% | -141.9% | -36.0% |
| All | +60.0% | +1,541.3% | -1,481.3% | -21.1% |
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