+4.8%
ULTA vs BIYA
-98.7%
+103.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.1% |
| 7D | -3.1% | -1.8% | -1.3% | -3.1% |
| 30D | +2.8% | -17.5% | +20.3% | +2.9% |
| 3M | +14.8% | -78.0% | +92.8% | +15.1% |
| 6M | -16.2% | -89.5% | +73.3% | -16.2% |
| YTD | -9.6% | -94.3% | +84.6% | -9.8% |
| 1Y | +4.8% | -98.6% | +103.4% | +9.2% |
| All | +4.8% | -98.7% | +103.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling