+1,716.3%
ULTA vs BMRN
+153.9%
+1,562.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | -3.9% | -1.4% | -2.5% | -3.5% |
| 30D | -1.1% | -5.8% | +4.8% | +0.5% |
| 3M | +13.8% | +16.6% | -2.8% | +8.9% |
| 6M | -17.2% | +7.6% | -24.8% | -19.4% |
| YTD | -11.5% | +10.2% | -21.7% | -14.5% |
| 1Y | +3.9% | +20.2% | -16.3% | -2.7% |
| 3Y | +29.5% | -27.4% | +56.8% | +35.8% |
| 5Y | +42.9% | -16.0% | +58.9% | +40.7% |
| 10Y | +124.4% | -30.3% | +154.7% | +114.9% |
| All | +1,716.3% | +153.9% | +1,562.4% | +731.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling