+1,754.1%
ULTA vs NBIX
+1,436.1%
+318.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -3.1% | +0.4% | -3.4% | -3.1% |
| 30D | +2.8% | -0.2% | +3.0% | +2.8% |
| 3M | +14.8% | -4.0% | +18.8% | +15.5% |
| 6M | -16.2% | +20.6% | -36.8% | -19.6% |
| YTD | -9.6% | +10.1% | -19.8% | -11.9% |
| 1Y | +4.8% | +8.8% | -4.0% | +2.2% |
| 3Y | +30.7% | +42.5% | -11.8% | +18.9% |
| 5Y | +45.9% | +61.5% | -15.6% | +28.0% |
| 10Y | +129.0% | +217.6% | -88.5% | +65.1% |
| All | +1,754.1% | +1,436.1% | +318.0% | +463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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