+22.2%
BBY vs ULTA
+5.8%
+16.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.5% |
| 7D | +0.6% | -3.1% | +3.7% | +1.4% |
| 30D | +9.4% | +2.8% | +6.6% | +8.6% |
| 3M | +19.3% | +14.8% | +4.6% | +14.8% |
| 6M | +47.9% | -16.2% | +64.1% | +50.7% |
| YTD | +39.6% | -9.6% | +49.2% | +39.2% |
| 1Y | +22.2% | +4.8% | +17.4% | +16.6% |
| All | +22.2% | +5.8% | +16.4% | +16.6% |
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 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