+92.6%
BAC vs ULTA
+1,628.6%
-1,536.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.6% |
| 7D | +1.1% | +9.0% | -7.9% | -2.3% |
| 30D | -0.4% | +4.6% | -5.0% | -2.5% |
| 3M | +16.9% | +22.0% | -5.1% | +7.2% |
| 6M | +26.6% | -14.7% | +41.3% | +32.5% |
| YTD | +15.8% | -6.8% | +22.5% | +16.7% |
| 1Y | +27.2% | +6.5% | +20.6% | +20.5% |
| 3Y | +132.4% | +35.6% | +96.8% | +89.8% |
| 5Y | +72.6% | +47.6% | +24.9% | +30.8% |
| 10Y | +389.7% | +128.9% | +260.8% | +169.4% |
| All | +92.6% | +1,628.6% | -1,536.0% | -81.0% |
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