+125.6%
ULTA vs BB
+1.6%
+124.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +2.8% | -12.5% | +15.3% | +4.5% |
| 3M | +14.8% | -17.4% | +32.2% | +16.3% |
| 6M | -16.2% | +119.1% | -135.4% | -27.1% |
| YTD | -9.6% | +102.4% | -112.0% | -20.5% |
| 1Y | +4.8% | +98.2% | -93.4% | -8.0% |
| 3Y | +30.7% | +46.9% | -16.2% | +14.9% |
| 5Y | +45.9% | -26.4% | +72.3% | +35.9% |
| All | +125.6% | +1.6% | +124.0% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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