+125.6%
ULTA vs BRKR
+155.3%
-29.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -3.1% | -8.7% | +5.6% | -0.5% |
| 30D | +2.8% | -9.9% | +12.7% | +5.7% |
| 3M | +14.8% | -3.1% | +17.9% | +13.3% |
| 6M | -16.2% | +45.5% | -61.7% | -28.7% |
| YTD | -9.6% | +13.7% | -23.3% | -17.1% |
| 1Y | +4.8% | +67.4% | -62.7% | -16.5% |
| 3Y | +30.7% | -13.2% | +43.9% | +22.7% |
| 5Y | +45.9% | -39.5% | +85.4% | +52.5% |
| All | +125.6% | +155.3% | -29.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling