+1,737.4%
ULTA vs BIIB
+173.5%
+1,563.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.8% | -5.4% | +3.6% | -0.6% |
| 30D | -1.2% | +1.7% | -3.0% | -1.6% |
| 3M | +13.4% | +5.8% | +7.5% | +11.8% |
| 6M | -15.6% | +11.9% | -27.6% | -18.0% |
| YTD | -10.4% | +19.7% | -30.2% | -14.5% |
| 1Y | +5.5% | +46.7% | -41.3% | -3.8% |
| 3Y | +31.0% | -18.6% | +49.6% | +33.4% |
| 5Y | +41.8% | -29.8% | +71.6% | +45.4% |
| 10Y | +127.0% | -28.8% | +155.8% | +102.3% |
| All | +1,737.4% | +173.5% | +1,563.9% | +581.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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