+230.3%
BBY vs ULTA
+1,541.3%
-1,311.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.7% | -3.9% | +4.5% | +1.9% |
| 30D | +5.8% | -1.1% | +6.8% | +6.0% |
| 3M | +18.0% | +13.8% | +4.2% | +13.0% |
| 6M | +39.8% | -17.2% | +57.1% | +46.9% |
| YTD | +35.4% | -11.5% | +46.9% | +39.1% |
| 1Y | +21.4% | +3.9% | +17.5% | +18.2% |
| 3Y | +39.5% | +29.5% | +10.1% | +24.0% |
| 5Y | -0.5% | +42.9% | -43.4% | -15.0% |
| 10Y | +240.0% | +124.4% | +115.7% | +134.7% |
| All | +230.3% | +1,541.3% | -1,311.0% | -10.0% |
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