+18.4%
BX vs ULTA
+44.7%
-26.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.7% |
| 7D | -5.6% | -3.1% | -2.5% | -4.5% |
| 30D | -12.2% | +2.8% | -15.0% | -13.3% |
| 3M | +7.4% | +14.8% | -7.4% | +1.3% |
| 6M | +22.2% | -16.2% | +38.4% | +29.0% |
| YTD | -14.0% | -9.6% | -4.4% | -12.2% |
| 1Y | -27.3% | +4.8% | -32.1% | -30.8% |
| 3Y | +24.5% | +30.7% | -6.1% | +0.9% |
| All | +18.4% | +44.7% | -26.2% | -18.6% |
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