+28.0%
ULTA vs BBWI
-48.6%
+76.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -0.8% |
| 7D | -3.9% | -8.0% | +4.2% | -2.0% |
| 30D | -1.1% | -6.6% | +5.6% | +0.2% |
| 3M | +13.8% | -2.7% | +16.5% | +13.3% |
| 6M | -17.2% | -12.8% | -4.5% | -16.0% |
| YTD | -11.5% | -10.5% | -1.0% | -11.3% |
| 1Y | +3.9% | -35.3% | +39.3% | +13.1% |
| All | +28.0% | -48.6% | +76.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling