+174.9%
NVS vs ULTA
+132.3%
+42.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -14.3% | -3.1% | -11.2% | -13.9% |
| 30D | -10.0% | +2.8% | -12.8% | -10.2% |
| 3M | -10.9% | +14.8% | -25.7% | -12.3% |
| 6M | -12.0% | -16.2% | +4.3% | -10.5% |
| YTD | +2.5% | -9.6% | +12.1% | +3.3% |
| 1Y | +10.7% | +4.8% | +5.9% | +9.5% |
| 3Y | +53.3% | +30.7% | +22.6% | +45.9% |
| 5Y | +93.6% | +45.9% | +47.7% | +79.4% |
| All | +174.9% | +132.3% | +42.6% | +126.0% |
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