+989.3%
NVO vs ULTA
+1,575.4%
-586.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -7.6% | -3.1% | -4.5% | -7.2% |
| 30D | -6.0% | +2.8% | -8.8% | -6.3% |
| 3M | -0.8% | +14.8% | -15.5% | -2.5% |
| 6M | +16.5% | -16.2% | +32.7% | +18.5% |
| YTD | -11.1% | -9.6% | -1.5% | -10.4% |
| 1Y | -16.7% | +4.8% | -21.5% | -17.7% |
| 3Y | -52.9% | +30.7% | -83.6% | -55.2% |
| 5Y | -3.0% | +45.9% | -48.8% | -9.6% |
| 10Y | +147.1% | +129.0% | +18.0% | +109.3% |
| All | +989.3% | +1,575.4% | -586.2% | +538.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling