+1.0%
NVDA vs ULTA
+27.7%
-26.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.2% | -3.2% |
| 7D | -7.1% | +6.7% | -13.8% | -7.1% |
| 30D | -16.2% | +21.7% | -38.0% | -16.5% |
| 3M | -5.5% | +21.5% | -27.0% | -5.6% |
| 6M | +1.1% | +27.5% | -26.5% | +0.8% |
| YTD | +7.6% | +9.2% | -1.6% | +7.7% |
| 1Y | +1.0% | +27.9% | -26.9% | +0.5% |
| All | +1.0% | +27.7% | -26.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling