+81.0%
BSX vs ULTA
+132.3%
-51.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -10.1% | -3.1% | -7.0% | -9.4% |
| 30D | -16.4% | +2.8% | -19.2% | -17.0% |
| 3M | -8.9% | +14.8% | -23.7% | -12.0% |
| 6M | -38.3% | -16.2% | -22.1% | -36.2% |
| YTD | -54.9% | -9.6% | -45.3% | -54.3% |
| 1Y | -58.8% | +4.8% | -63.6% | -59.9% |
| 3Y | -21.2% | +30.7% | -51.9% | -29.8% |
| 5Y | -3.3% | +45.9% | -49.2% | -18.7% |
| All | +81.0% | +132.3% | -51.3% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling