+282.8%
BDX vs ULTA
+1,541.3%
-1,258.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.8% |
| 7D | -5.4% | -3.9% | -1.6% | -5.1% |
| 30D | -2.2% | -1.1% | -1.1% | -2.1% |
| 3M | +20.1% | +13.8% | +6.3% | +18.5% |
| 6M | +9.1% | -17.2% | +26.3% | +10.7% |
| YTD | +17.9% | -11.5% | +29.3% | +18.8% |
| 1Y | +22.1% | +3.9% | +18.2% | +21.0% |
| 3Y | -10.5% | +29.5% | -40.0% | -14.2% |
| 5Y | -2.6% | +42.9% | -45.5% | -8.3% |
| 10Y | +57.5% | +124.4% | -66.9% | +36.6% |
| All | +282.8% | +1,541.3% | -1,258.5% | +163.2% |
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