+166.5%
ZTS vs ULTA
+456.3%
-289.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.3% | -2.4% |
| 7D | -4.8% | +0.7% | -5.4% | -4.9% |
| 30D | +1.2% | -2.8% | +4.1% | +1.7% |
| 3M | -6.0% | +18.7% | -24.7% | -9.5% |
| 6M | -38.7% | -15.0% | -23.7% | -37.1% |
| YTD | -40.6% | -9.2% | -31.4% | -39.9% |
| 1Y | -50.6% | +5.7% | -56.3% | -51.7% |
| 3Y | -58.7% | +32.8% | -91.5% | -62.3% |
| 5Y | -62.8% | +46.0% | -108.8% | -67.1% |
| 10Y | +56.2% | +125.5% | -69.3% | +18.4% |
| All | +166.5% | +456.3% | -289.8% | +80.4% |
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