+46.9%
ULTA vs BG
+81.8%
-34.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.3% |
| 7D | -3.1% | +3.1% | -6.2% | -3.5% |
| 30D | +2.8% | +10.2% | -7.4% | +1.2% |
| 3M | +14.8% | -1.7% | +16.4% | +14.9% |
| 6M | -16.2% | +1.0% | -17.2% | -16.8% |
| YTD | -9.6% | +39.9% | -49.5% | -15.6% |
| 1Y | +4.8% | +53.2% | -48.5% | -4.1% |
| 3Y | +30.7% | +16.3% | +14.4% | +24.4% |
| All | +46.9% | +81.8% | -34.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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