+63.3%
BP vs ULTA
+1,583.0%
-1,519.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +2.9% |
| 7D | +0.9% | +0.7% | +0.3% | +0.8% |
| 30D | +9.1% | -2.8% | +11.9% | +9.5% |
| 3M | +3.9% | +18.7% | -14.8% | +0.2% |
| 6M | +13.6% | -15.0% | +28.7% | +16.0% |
| YTD | +34.0% | -9.2% | +43.2% | +34.9% |
| 1Y | +39.2% | +5.7% | +33.5% | +35.5% |
| 3Y | +36.4% | +32.8% | +3.7% | +23.9% |
| 5Y | +135.8% | +46.0% | +89.8% | +106.1% |
| 10Y | +125.0% | +125.5% | -0.5% | +72.2% |
| All | +63.3% | +1,583.0% | -1,519.6% | -23.1% |
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