+54.6%
ULTA vs BIYA
-99.8%
+154.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -1.8% | +2.7% | -4.5% | -1.8% |
| 30D | -1.2% | -16.7% | +15.4% | -1.1% |
| 3M | +13.4% | -74.6% | +88.0% | +13.7% |
| 6M | -15.6% | -85.4% | +69.8% | -15.6% |
| YTD | -10.4% | -94.2% | +83.7% | -10.0% |
| 1Y | +5.5% | -98.6% | +104.0% | +8.4% |
| All | +54.6% | -99.8% | +154.3% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling