-8.2%
NVO vs ULTA
+27.7%
-35.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.9% | +4.2% |
| 7D | +10.2% | +6.7% | +3.5% | +9.0% |
| 30D | +12.4% | +21.7% | -9.4% | +8.9% |
| 3M | -3.5% | +21.5% | -25.0% | -6.6% |
| 6M | -3.8% | +27.5% | -31.3% | -7.9% |
| YTD | -13.0% | +9.2% | -22.2% | -15.1% |
| 1Y | -8.2% | +27.9% | -36.1% | -13.7% |
| All | -8.2% | +27.7% | -35.9% | -13.7% |
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