+1,737.4%
ULTA vs BBWI
+159.1%
+1,578.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | +1.0% |
| 7D | -1.8% | -4.4% | +2.6% | -0.2% |
| 30D | -1.2% | -7.4% | +6.2% | +1.0% |
| 3M | +13.4% | -2.2% | +15.6% | +12.4% |
| 6M | -15.6% | -16.3% | +0.7% | -12.9% |
| YTD | -10.4% | -9.1% | -1.3% | -11.2% |
| 1Y | +5.5% | -34.5% | +40.0% | +15.3% |
| 3Y | +31.0% | -47.0% | +77.9% | +45.0% |
| 5Y | +41.8% | -68.8% | +110.7% | +81.3% |
| 10Y | +127.0% | -57.4% | +184.3% | +96.1% |
| All | +1,737.4% | +159.1% | +1,578.3% | +308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling