-1.9%
BDX vs ULTA
+44.7%
-46.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -3.2% | -3.1% | -0.1% | -2.9% |
| 30D | -2.5% | +2.8% | -5.3% | -2.9% |
| 3M | +21.4% | +14.8% | +6.6% | +19.6% |
| 6M | +10.4% | -16.2% | +26.6% | +11.7% |
| YTD | +18.8% | -9.6% | +28.5% | +19.2% |
| 1Y | +21.7% | +4.8% | +16.9% | +20.3% |
| 3Y | -10.0% | +30.7% | -40.6% | -14.5% |
| All | -1.9% | +44.7% | -46.6% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling