-62.3%
ZTS vs ULTA
+44.7%
-107.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | -3.7% | -3.1% | -0.7% | -3.1% |
| 30D | -0.8% | +2.8% | -3.6% | -1.5% |
| 3M | -9.7% | +14.8% | -24.5% | -12.9% |
| 6M | -38.4% | -16.2% | -22.2% | -36.5% |
| YTD | -41.1% | -9.6% | -31.5% | -40.3% |
| 1Y | -50.6% | +4.8% | -55.4% | -51.8% |
| 3Y | -59.1% | +30.7% | -89.8% | -63.4% |
| All | -62.3% | +44.7% | -107.0% | -68.6% |
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 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