-24.5%
BRO vs ULTA
+6.6%
-31.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.7% |
| 7D | -2.6% | +9.0% | -11.6% | -3.2% |
| 30D | +0.9% | +4.6% | -3.7% | +0.4% |
| 3M | +24.8% | +22.0% | +2.8% | +22.8% |
| 6M | -0.1% | -14.7% | +14.6% | -0.9% |
| YTD | -9.7% | -6.8% | -3.0% | -11.1% |
| 1Y | -24.5% | +6.5% | -31.0% | -27.2% |
| All | -24.5% | +6.6% | -31.1% | -27.2% |
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 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