+496.4%
NVS vs ULTA
+1,541.3%
-1,044.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -15.7% | -3.9% | -11.8% | -15.3% |
| 30D | -11.1% | -1.1% | -10.0% | -11.0% |
| 3M | -7.2% | +13.8% | -21.0% | -8.4% |
| 6M | -12.3% | -17.2% | +4.9% | -10.9% |
| YTD | +2.8% | -11.5% | +14.2% | +3.6% |
| 1Y | +11.9% | +3.9% | +8.0% | +11.0% |
| 3Y | +55.1% | +29.5% | +25.6% | +48.7% |
| 5Y | +94.1% | +42.9% | +51.2% | +82.4% |
| 10Y | +181.2% | +124.4% | +56.9% | +143.1% |
| All | +496.4% | +1,541.3% | -1,044.9% | +287.5% |
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