+45.0%
BBY vs ULTA
+31.2%
+13.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.4% |
| 7D | +0.6% | -3.1% | +3.7% | +1.7% |
| 30D | +9.4% | +2.8% | +6.6% | +8.3% |
| 3M | +19.3% | +14.8% | +4.6% | +13.4% |
| 6M | +47.9% | -16.2% | +64.1% | +55.3% |
| YTD | +39.6% | -9.6% | +49.2% | +42.3% |
| 1Y | +22.2% | +4.8% | +17.4% | +17.5% |
| 3Y | +45.0% | +30.7% | +14.3% | +16.6% |
| All | +45.0% | +31.2% | +13.7% | +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 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