+1,716.3%
ULTA vs BNS
+320.7%
+1,395.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.6% |
| 7D | -3.9% | -2.2% | -1.7% | -2.6% |
| 30D | -1.1% | +4.5% | -5.5% | -4.1% |
| 3M | +13.8% | +14.9% | -1.1% | +3.8% |
| 6M | -17.2% | +32.5% | -49.7% | -30.8% |
| YTD | -11.5% | +28.6% | -40.1% | -24.9% |
| 1Y | +3.9% | +48.4% | -44.4% | -19.2% |
| 3Y | +29.5% | +130.8% | -101.3% | -24.0% |
| 5Y | +42.9% | +94.8% | -51.9% | -8.5% |
| 10Y | +124.4% | +184.3% | -60.0% | +12.8% |
| All | +1,716.3% | +320.7% | +1,395.6% | +608.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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