-2.8%
BSX vs ULTA
+44.7%
-47.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -10.1% | -3.1% | -7.0% | -9.6% |
| 30D | -16.4% | +2.8% | -19.2% | -16.8% |
| 3M | -8.9% | +14.8% | -23.7% | -10.8% |
| 6M | -38.3% | -16.2% | -22.1% | -37.0% |
| YTD | -54.9% | -9.6% | -45.3% | -54.6% |
| 1Y | -58.8% | +4.8% | -63.6% | -59.5% |
| 3Y | -21.2% | +30.7% | -51.9% | -27.5% |
| All | -2.8% | +44.7% | -47.4% | -17.5% |
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 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