+46.9%
ULTA vs NVMI
+261.9%
-215.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +2.8% | -8.4% | +11.2% | +4.0% |
| 3M | +14.8% | -33.6% | +48.3% | +21.3% |
| 6M | -16.2% | -14.7% | -1.5% | -16.1% |
| YTD | -9.6% | +13.2% | -22.8% | -14.9% |
| 1Y | +4.8% | +29.0% | -24.2% | -4.5% |
| 3Y | +30.7% | +215.0% | -184.3% | -10.3% |
| All | +46.9% | +261.9% | -215.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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