-26.7%
ZTS vs ULTA
+27.7%
-54.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.4% | +6.7% |
| 7D | +15.4% | +6.7% | +8.7% | +14.0% |
| 30D | +25.8% | +21.7% | +4.0% | +21.4% |
| 3M | +18.1% | +21.5% | -3.4% | +13.7% |
| 6M | -19.7% | +27.5% | -47.3% | -23.7% |
| YTD | -27.5% | +9.2% | -36.7% | -30.0% |
| 1Y | -26.7% | +27.9% | -54.6% | -31.7% |
| All | -26.7% | +27.7% | -54.4% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling