+661.1%
BX vs ULTA
+132.3%
+528.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.8% |
| 7D | -5.6% | -3.1% | -2.5% | -4.6% |
| 30D | -12.2% | +2.8% | -15.0% | -13.1% |
| 3M | +7.4% | +14.8% | -7.4% | +2.1% |
| 6M | +22.2% | -16.2% | +38.4% | +27.9% |
| YTD | -14.0% | -9.6% | -4.4% | -12.4% |
| 1Y | -27.3% | +4.8% | -32.1% | -30.0% |
| 3Y | +24.5% | +30.7% | -6.1% | +7.3% |
| 5Y | +18.9% | +45.9% | -27.0% | -2.1% |
| All | +661.1% | +132.3% | +528.8% | +412.2% |
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 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