-59.2%
ZTS vs ULTA
+28.6%
-87.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -4.5% | -3.9% | -0.6% | -3.8% |
| 30D | -3.3% | -1.1% | -2.2% | -3.2% |
| 3M | -9.7% | +13.8% | -23.5% | -12.2% |
| 6M | -38.8% | -17.2% | -21.6% | -37.3% |
| YTD | -41.2% | -11.5% | -29.7% | -40.5% |
| 1Y | -50.3% | +3.9% | -54.2% | -51.2% |
| All | -59.2% | +28.6% | -87.8% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling