+1,716.3%
ULTA vs BG
+59.5%
+1,656.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -3.9% | +3.7% | -7.6% | -5.1% |
| 30D | -1.1% | +12.3% | -13.4% | -5.0% |
| 3M | +13.8% | -2.2% | +16.0% | +13.7% |
| 6M | -17.2% | +5.3% | -22.6% | -19.8% |
| YTD | -11.5% | +42.4% | -53.9% | -22.6% |
| 1Y | +3.9% | +55.2% | -51.3% | -12.4% |
| 3Y | +29.5% | +21.0% | +8.5% | +16.2% |
| 5Y | +42.9% | +87.1% | -44.2% | +5.9% |
| 10Y | +124.4% | +169.8% | -45.5% | +35.3% |
| All | +1,716.3% | +59.5% | +1,656.8% | +913.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling