+94.0%
NVS vs ULTA
+44.7%
+49.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -14.3% | -3.1% | -11.2% | -14.0% |
| 30D | -10.0% | +2.8% | -12.8% | -10.2% |
| 3M | -10.9% | +14.8% | -25.7% | -12.0% |
| 6M | -12.0% | -16.2% | +4.3% | -10.8% |
| YTD | +2.5% | -9.6% | +12.1% | +3.1% |
| 1Y | +10.7% | +4.8% | +5.9% | +9.8% |
| 3Y | +53.3% | +30.7% | +22.6% | +47.7% |
| All | +94.0% | +44.7% | +49.3% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling