+30.7%
ULTA vs BMRN
-27.2%
+57.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | +2.8% | -6.5% | +9.3% | +4.1% |
| 3M | +14.8% | +18.3% | -3.5% | +11.1% |
| 6M | -16.2% | +8.9% | -25.1% | -17.8% |
| YTD | -9.6% | +10.5% | -20.1% | -11.7% |
| 1Y | +4.8% | +17.5% | -12.7% | +0.7% |
| 3Y | +30.7% | -27.7% | +58.4% | +28.5% |
| All | +30.7% | -27.2% | +57.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 3y: compounded portfolio wealth divided by compounded BMRN 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…
3y analysis · Full analysis span regression · 6 months rolling