+71.8%
ULTA vs BBAI
-70.8%
+142.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +0.7% | -1.0% | +1.7% | +0.7% |
| 30D | -2.8% | -10.7% | +7.9% | -2.7% |
| 3M | +18.7% | -32.3% | +50.9% | +19.3% |
| 6M | -15.0% | -31.3% | +16.3% | -14.7% |
| YTD | -9.2% | -45.9% | +36.7% | -8.6% |
| 1Y | +5.7% | -40.0% | +45.7% | +6.0% |
| 3Y | +32.8% | +72.8% | -40.0% | +29.9% |
| 5Y | +46.0% | -70.4% | +116.3% | +39.2% |
| All | +71.8% | -70.8% | +142.6% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 all: compounded portfolio wealth divided by compounded BBAI 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…
all analysis · Full analysis span regression · 6 months rolling