+36.6%
BP vs ULTA
+27.7%
+8.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.2% | -3.6% |
| 7D | -8.4% | +6.7% | -15.1% | -7.6% |
| 30D | +2.2% | +21.7% | -19.5% | +4.8% |
| 3M | +8.8% | +21.5% | -12.7% | +11.6% |
| 6M | -0.5% | +27.5% | -28.1% | +3.2% |
| YTD | +36.2% | +9.2% | +27.0% | +40.9% |
| 1Y | +36.6% | +27.9% | +8.7% | +44.5% |
| All | +36.6% | +27.7% | +8.9% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling