+141.3%
BP vs ULTA
+39.1%
+102.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +5.7% | -3.9% | +9.6% | +6.1% |
| 30D | +8.1% | -1.1% | +9.1% | +8.1% |
| 3M | +8.6% | +13.8% | -5.2% | +7.0% |
| 6M | +18.1% | -17.2% | +35.4% | +20.3% |
| YTD | +37.6% | -11.5% | +49.1% | +38.8% |
| 1Y | +39.4% | +3.9% | +35.5% | +37.3% |
| 3Y | +40.1% | +29.5% | +10.6% | +30.1% |
| 5Y | +141.3% | +42.9% | +98.4% | +121.6% |
| All | +141.3% | +39.1% | +102.2% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling