+782.8%
BLK vs ULTA
+1,575.4%
-792.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | -3.3% | -3.1% | -0.2% | -2.4% |
| 30D | -6.5% | +2.8% | -9.3% | -7.4% |
| 3M | +6.7% | +14.8% | -8.0% | +2.2% |
| 6M | +14.7% | -16.2% | +31.0% | +19.4% |
| YTD | +2.5% | -9.6% | +12.2% | +4.1% |
| 1Y | -2.8% | +4.8% | -7.5% | -5.8% |
| 3Y | +65.9% | +30.7% | +35.2% | +46.1% |
| 5Y | +33.0% | +45.9% | -12.9% | +11.4% |
| 10Y | +281.2% | +129.0% | +152.2% | +154.7% |
| All | +782.8% | +1,575.4% | -792.7% | +102.6% |
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 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