+345.0%
BMY vs ULTA
+1,583.0%
-1,238.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -2.9% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | 0.0% | -2.8% | +2.8% | +0.2% |
| 3M | +17.7% | +18.7% | -0.9% | +15.3% |
| 6M | +9.6% | -15.0% | +24.7% | +11.3% |
| YTD | +24.0% | -9.2% | +33.2% | +24.9% |
| 1Y | +45.1% | +5.7% | +39.4% | +43.3% |
| 3Y | +22.5% | +32.8% | -10.3% | +16.3% |
| 5Y | +22.3% | +46.0% | -23.7% | +13.2% |
| 10Y | +62.0% | +125.5% | -63.5% | +35.7% |
| All | +345.0% | +1,583.0% | -1,238.0% | +153.2% |
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