-16.7%
NVO vs ULTA
+5.8%
-22.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.5% |
| 7D | -7.6% | -3.1% | -4.5% | -7.1% |
| 30D | -6.0% | +2.8% | -8.8% | -6.5% |
| 3M | -0.8% | +14.8% | -15.5% | -3.1% |
| 6M | +16.5% | -16.2% | +32.7% | +18.1% |
| YTD | -11.1% | -9.6% | -1.5% | -10.9% |
| 1Y | -16.7% | +4.8% | -21.5% | -18.7% |
| All | -16.7% | +5.8% | -22.5% | -18.7% |
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