+5,007.1%
BKNG vs ULTA
+1,541.3%
+3,465.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.8% |
| 7D | -10.7% | -3.9% | -6.8% | -9.7% |
| 30D | -18.1% | -1.1% | -17.0% | -18.0% |
| 3M | +8.5% | +13.8% | -5.3% | +4.8% |
| 6M | -0.1% | -17.2% | +17.2% | +4.1% |
| YTD | -18.2% | -11.5% | -6.8% | -16.4% |
| 1Y | -19.9% | +3.9% | -23.8% | -21.6% |
| 3Y | +41.6% | +29.5% | +12.1% | +26.9% |
| 5Y | +93.1% | +42.9% | +50.2% | +67.3% |
| 10Y | +214.8% | +124.4% | +90.4% | +129.3% |
| All | +5,007.1% | +1,541.3% | +3,465.8% | +1,931.4% |
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