+14,546.7%
NVDA vs ULTA
+132.3%
+14,414.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.8% |
| 7D | -5.1% | -3.1% | -2.1% | -4.1% |
| 30D | -2.5% | +2.8% | -5.3% | -3.7% |
| 3M | +6.7% | +14.8% | -8.1% | +0.9% |
| 6M | +17.6% | -16.2% | +33.8% | +23.5% |
| YTD | +17.3% | -9.6% | +26.9% | +19.3% |
| 1Y | +23.5% | +4.8% | +18.7% | +17.8% |
| 3Y | +384.6% | +30.7% | +353.9% | +305.1% |
| 5Y | +875.4% | +45.9% | +829.5% | +686.2% |
| All | +14,546.7% | +132.3% | +14,414.4% | +8,957.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling